OverviewChartNewsTraderScreen

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

EUWAX
10/3/2024  11:07:49 AM Chg.-0.020 Bid11:14:44 AM Ask11:14:44 AM Underlying Strike price Expiration date Option type
0.310EUR -6.06% 0.310
Bid Size: 24,000		 0.350
Ask Size: 24,000		 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: 34.11
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.41
Parity: -3.04
Time value: 0.38
Break-even: 16.38
Moneyness: 0.81
Premium: 0.26
Premium p.a.: 1.99
Spread abs.: 0.05
Spread %: 15.15%
Delta: 0.23
Theta: -0.01
Omega: 7.97
Rho: 0.01
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.330
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -49.18%
1 Month
  -58.67%
3 Months
  -20.51%
YTD
  -35.42%
1 Year
  -63.10%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.630 0.330
1M High / 1M Low: 1.220 0.330
6M High / 6M Low: 2.080 0.320
High (YTD): 5/14/2024 2.080
Low (YTD): 2/5/2024 0.210
52W High: 5/14/2024 2.080
52W Low: 2/5/2024 0.210
Avg. price 1W:   0.516
Avg. volume 1W:   0.000
Avg. price 1M:   0.811
Avg. volume 1M:   0.000
Avg. price 6M:   0.918
Avg. volume 6M:   53.846
Avg. price 1Y:   0.732
Avg. volume 1Y:   27.344
Volatility 1M:   272.43%
Volatility 6M:   217.08%
Volatility 1Y:   222.64%
Volatility 3Y:   -