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

EUWAX
11/4/2024  6:14:45 PM Chg.+0.060 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.320EUR +23.08% -
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: 0.320
Low: 0.260
Previous Close: 0.260
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.03%
1 Month
  -20.00%
3 Months
  -33.33%
YTD
  -33.33%
1 Year
  -57.89%
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): 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:   0.282
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:   -