BNP Paribas Call 16.5 NDX1 20.12.2024
/ DE000PG5H1F4
BNP Paribas Call 16.5 NDX1 20.12..../ DE000PG5H1F4 /
| 8/26/2024 9:20:20 PM |
Chg.-0.030 |
Bid8/26/2024 |
Ask8/26/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
-5.36% |
0.530
Bid Size: 5,661 |
0.580
Ask Size: 5,173 |
NORDEX SE O.N. |
16.50 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
PG5H1F |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.50 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
8/2/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
22.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.42 |
| Parity: |
-2.66 |
| Time value: |
0.62 |
| Break-even: |
17.12 |
| Moneyness: |
0.84 |
| Premium: |
0.24 |
| Premium p.a.: |
0.95 |
| Spread abs.: |
0.05 |
| Spread %: |
8.77% |
| Delta: |
0.31 |
| Theta: |
-0.01 |
| Omega: |
6.86 |
| Rho: |
0.01 |
Quote data
| Open: |
0.550 |
| High: |
0.560 |
| Low: |
0.530 |
| Previous Close: |
0.560 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.17% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.550 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.566 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
