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

Frankfurt Zert./BNP
11/4/2024  9:20:18 PM Chg.+0.050 Bid9:48:20 PM Ask9:48:20 PM Underlying Strike price Expiration date Option type
0.310EUR +19.23% -
Bid Size: -		 -
Ask Size: -		 NORDEX SE O.N. 16.00 EUR 12/20/2024 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: 12/20/2024
Issue date: 8/16/2023
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 42.74
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.40
Parity: -2.75
Time value: 0.31
Break-even: 16.31
Moneyness: 0.83
Premium: 0.23
Premium p.a.: 4.20
Spread abs.: 0.05
Spread %: 19.23%
Delta: 0.22
Theta: -0.01
Omega: 9.27
Rho: 0.00
 

Quote data

Open: 0.260
High: 0.330
Low: 0.260
Previous Close: 0.260
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -6.06%
1 Month
  -22.50%
3 Months
  -34.04%
YTD
  -35.42%
1 Year
  -59.74%
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: 2.110 0.240
High (YTD): 5/14/2024 2.110
Low (YTD): 2/6/2024 0.220
52W High: 5/14/2024 2.110
52W Low: 2/6/2024 0.220
Avg. price 1W:   0.280
Avg. volume 1W:   0.000
Avg. price 1M:   0.332
Avg. volume 1M:   0.000
Avg. price 6M:   0.811
Avg. volume 6M:   0.000
Avg. price 1Y:   0.699
Avg. volume 1Y:   0.000
Volatility 1M:   235.48%
Volatility 6M:   225.68%
Volatility 1Y:   228.26%
Volatility 3Y:   -