BNP Paribas Call 17 NDX1 21.03.20.../  DE000PC84UJ2  /

Frankfurt Zert./BNP
02/10/2024  21:20:38 Chg.-0.140 Bid02/10/2024 Ask02/10/2024 Underlying Strike price Expiration date Option type
0.580EUR -19.44% 0.580
Bid Size: 5,173
0.630
Ask Size: 4,762
NORDEX SE O.N. 17.00 EUR 21/03/2025 Call
 

Master data

WKN: PC84UJ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NORDEX SE O.N.
Type: Warrant
Option type: Call
Strike price: 17.00 EUR
Maturity: 21/03/2025
Issue date: 30/04/2024
Last trading day: 20/03/2025
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 16.67
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.41
Parity: -3.50
Time value: 0.81
Break-even: 17.81
Moneyness: 0.79
Premium: 0.32
Premium p.a.: 0.81
Spread abs.: 0.09
Spread %: 12.50%
Delta: 0.32
Theta: -0.01
Omega: 5.36
Rho: 0.02
 

Quote data

Open: 0.730
High: 0.730
Low: 0.580
Previous Close: 0.720
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -42.57%
1 Month
  -46.30%
3 Months  
+28.89%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.010 0.720
1M High / 1M Low: 1.480 0.720
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.876
Avg. volume 1W:   0.000
Avg. price 1M:   1.103
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   182.76%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -