BNP Paribas Call 17 NDX1 20.12.2024
/ DE000PC9RSQ1
BNP Paribas Call 17 NDX1 20.12.20.../ DE000PC9RSQ1 /
05/11/2024 08:12:57 |
Chg.-0.010 |
Bid08:24:32 |
Ask08:24:32 |
Underlying |
Strike price |
Expiration date |
Option type |
0.170EUR |
-5.56% |
0.170 Bid Size: 10,000 |
0.220 Ask Size: 10,000 |
NORDEX SE O.N. |
17.00 EUR |
20/12/2024 |
Call |
Master data
WKN: |
PC9RSQ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
NORDEX SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
17.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
14/05/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
66.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.60 |
Historic volatility: |
0.40 |
Parity: |
-3.75 |
Time value: |
0.20 |
Break-even: |
17.20 |
Moneyness: |
0.78 |
Premium: |
0.30 |
Premium p.a.: |
6.93 |
Spread abs.: |
0.05 |
Spread %: |
33.33% |
Delta: |
0.15 |
Theta: |
-0.01 |
Omega: |
9.90 |
Rho: |
0.00 |
Quote data
Open: |
0.170 |
High: |
0.170 |
Low: |
0.170 |
Previous Close: |
0.180 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-15.00% |
1 Month |
|
|
-32.00% |
3 Months |
|
|
-45.16% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.200 |
0.140 |
1M High / 1M Low: |
0.290 |
0.140 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.164 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.200 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
241.39% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |