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BNP Paribas Call 150 NXPI 17.01.2.../  DE000PZ1A1C2  /

EUWAX
11/14/2024  10:04:05 AM Chg.-0.09 Bid8:16:54 PM Ask8:16:54 PM Underlying Strike price Expiration date Option type
7.02EUR -1.27% 7.03
Bid Size: 8,400		 7.07
Ask Size: 8,400		 NXP Semiconductors N... 150.00 USD 1/17/2025 Call
 

Master data

WKN: PZ1A1C
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 1/17/2025
Issue date: 11/13/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.98
Leverage: Yes

Calculated values

Fair value: 6.88
Intrinsic value: 6.80
Implied volatility: 0.66
Historic volatility: 0.35
Parity: 6.80
Time value: 0.24
Break-even: 212.37
Moneyness: 1.48
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.04
Spread %: 0.57%
Delta: 0.94
Theta: -0.06
Omega: 2.81
Rho: 0.22
 

Quote data

Open: 7.02
High: 7.02
Low: 7.02
Previous Close: 7.11
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.02%
1 Month
  -15.52%
3 Months
  -24.03%
YTD
  -14.91%
1 Year  
+29.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.06 7.11
1M High / 1M Low: 9.55 6.95
6M High / 6M Low: 12.72 6.95
High (YTD): 7/17/2024 12.72
Low (YTD): 1/17/2024 6.02
52W High: 7/17/2024 12.72
52W Low: 11/14/2023 5.42
Avg. price 1W:   7.61
Avg. volume 1W:   0.00
Avg. price 1M:   8.11
Avg. volume 1M:   0.00
Avg. price 6M:   9.78
Avg. volume 6M:   0.00
Avg. price 1Y:   8.92
Avg. volume 1Y:   0.00
Volatility 1M:   97.69%
Volatility 6M:   89.75%
Volatility 1Y:   85.79%
Volatility 3Y:   -