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

EUWAX
03/10/2024  13:07:45 Chg.-0.010 Bid13:59:52 Ask13:59:52 Underlying Strike price Expiration date Option type
0.320EUR -3.03% 0.330
Bid Size: 22,500		 0.370
Ask Size: 22,500		 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: 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: 0.320
Low: 0.310
Previous Close: 0.330
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -47.54%
1 Month
  -57.33%
3 Months
  -17.95%
YTD
  -33.33%
1 Year
  -61.90%
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): 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:   0.516
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:   -