BNP Paribas Call 17 NDX1 20.12.2024
/ DE000PC9RSQ1
BNP Paribas Call 17 NDX1 20.12.20.../ DE000PC9RSQ1 /
8/26/2024 6:09:46 PM |
Chg.-0.030 |
Bid8/26/2024 |
Ask8/26/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.430EUR |
-6.52% |
0.430 Bid Size: 6,977 |
0.480 Ask Size: 6,250 |
NORDEX SE O.N. |
17.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
5/14/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
27.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.41 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.46 |
Historic volatility: |
0.42 |
Parity: |
-3.16 |
Time value: |
0.51 |
Break-even: |
17.51 |
Moneyness: |
0.81 |
Premium: |
0.27 |
Premium p.a.: |
1.10 |
Spread abs.: |
0.05 |
Spread %: |
10.87% |
Delta: |
0.27 |
Theta: |
-0.01 |
Omega: |
7.22 |
Rho: |
0.01 |
Quote data
Open: |
0.450 |
High: |
0.450 |
Low: |
0.430 |
Previous Close: |
0.460 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.42% |
1 Month |
|
|
-36.76% |
3 Months |
|
|
-63.25% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.480 |
0.440 |
1M High / 1M Low: |
0.680 |
0.300 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.458 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.485 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
259.98% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |