BNP Paribas Call 17.5 NDX1 21.03.2025
/ DE000PG8N6K2
BNP Paribas Call 17.5 NDX1 21.03..../ DE000PG8N6K2 /
2024-11-04 6:16:57 PM |
Chg.+0.070 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.540EUR |
+14.89% |
- Bid Size: - |
- Ask Size: - |
NORDEX SE O.N. |
17.50 EUR |
2025-03-21 |
Call |
Master data
WKN: |
PG8N6K |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
NORDEX SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
17.50 EUR |
Maturity: |
2025-03-21 |
Issue date: |
2024-09-26 |
Last trading day: |
2025-03-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
25.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.25 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.51 |
Historic volatility: |
0.40 |
Parity: |
-4.25 |
Time value: |
0.52 |
Break-even: |
18.02 |
Moneyness: |
0.76 |
Premium: |
0.36 |
Premium p.a.: |
1.27 |
Spread abs.: |
0.05 |
Spread %: |
10.64% |
Delta: |
0.24 |
Theta: |
-0.01 |
Omega: |
6.23 |
Rho: |
0.01 |
Quote data
Open: |
0.480 |
High: |
0.550 |
Low: |
0.480 |
Previous Close: |
0.470 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.57% |
1 Month |
|
|
-6.90% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.560 |
0.450 |
1M High / 1M Low: |
0.660 |
0.440 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.498 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.532 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
163.56% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |