BNP Paribas Call 16.5 NDX1 20.12.2024
/ DE000PG5H1F4
BNP Paribas Call 16.5 NDX1 20.12..../ DE000PG5H1F4 /
| 11/5/2024 12:18:57 PM |
Chg.-0.040 |
Bid12:51:37 PM |
Ask12:51:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
-16.67% |
0.200
Bid Size: 35,000 |
0.240
Ask Size: 35,000 |
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: |
47.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.40 |
| Parity: |
-2.84 |
| Time value: |
0.29 |
| Break-even: |
16.79 |
| Moneyness: |
0.83 |
| Premium: |
0.23 |
| Premium p.a.: |
4.33 |
| Spread abs.: |
0.05 |
| Spread %: |
20.83% |
| Delta: |
0.21 |
| Theta: |
-0.01 |
| Omega: |
9.70 |
| Rho: |
0.00 |
Quote data
| Open: |
0.170 |
| High: |
0.200 |
| Low: |
0.170 |
| Previous Close: |
0.240 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.08% |
| 1 Month |
|
|
-37.50% |
| 3 Months |
|
|
-48.72% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.190 |
| 1M High / 1M Low: |
0.370 |
0.190 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.218 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.259 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
245.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
