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BNP Paribas Call 16 NDX1 20.12.20.../  DE000PN7DEV2  /

EUWAX
05/11/2024  08:27:39 Chg.-0.020 Bid09:59:28 Ask09:59:28 Underlying Strike price Expiration date Option type
0.300EUR -6.25% 0.240
Bid Size: 27,000		 0.280
Ask Size: 27,000		 NORDEX SE O.N. 16.00 EUR 20/12/2024 Call
 

Master data

WKN: PN7DEV
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NORDEX SE O.N.
Type: Warrant
Option type: Call
Strike price: 16.00 EUR
Maturity: 20/12/2024
Issue date: 16/08/2023
Last trading day: 19/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 36.92
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.40
Parity: -2.34
Time value: 0.37
Break-even: 16.37
Moneyness: 0.85
Premium: 0.20
Premium p.a.: 3.34
Spread abs.: 0.05
Spread %: 15.63%
Delta: 0.25
Theta: -0.01
Omega: 9.24
Rho: 0.00
 

Quote data

Open: 0.300
High: 0.300
Low: 0.300
Previous Close: 0.320
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.09%
1 Month
  -25.00%
3 Months
  -37.50%
YTD
  -37.50%
1 Year
  -60.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.240
1M High / 1M Low: 0.460 0.240
6M High / 6M Low: 2.080 0.240
High (YTD): 14/05/2024 2.080
Low (YTD): 05/02/2024 0.210
52W High: 14/05/2024 2.080
52W Low: 05/02/2024 0.210
Avg. price 1W:   0.282
Avg. volume 1W:   0.000
Avg. price 1M:   0.333
Avg. volume 1M:   0.000
Avg. price 6M:   0.813
Avg. volume 6M:   53.435
Avg. price 1Y:   0.700
Avg. volume 1Y:   27.451
Volatility 1M:   232.21%
Volatility 6M:   228.08%
Volatility 1Y:   227.54%
Volatility 3Y:   -