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BNP Paribas Call 18 NDX1 20.12.20.../  DE000PN7DEW0  /

Frankfurt Zert./BNP
11/4/2024  9:20:18 PM Chg.+0.020 Bid11/4/2024 Ask11/4/2024 Underlying Strike price Expiration date Option type
0.110EUR +22.22% 0.110
Bid Size: 10,000		 0.160
Ask Size: 10,000		 NORDEX SE O.N. 18.00 EUR 12/20/2024 Call
 

Master data

WKN: PN7DEW
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NORDEX SE O.N.
Type: Warrant
Option type: Call
Strike price: 18.00 EUR
Maturity: 12/20/2024
Issue date: 8/16/2023
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 94.64
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.63
Historic volatility: 0.40
Parity: -4.75
Time value: 0.14
Break-even: 18.14
Moneyness: 0.74
Premium: 0.37
Premium p.a.: 11.09
Spread abs.: 0.05
Spread %: 55.56%
Delta: 0.11
Theta: -0.01
Omega: 10.18
Rho: 0.00
 

Quote data

Open: 0.090
High: 0.110
Low: 0.090
Previous Close: 0.090
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.33%
1 Month
  -31.25%
3 Months
  -47.62%
YTD
  -62.07%
1 Year
  -78.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.090
1M High / 1M Low: 0.180 0.090
6M High / 6M Low: 1.350 0.090
High (YTD): 5/14/2024 1.350
Low (YTD): 11/1/2024 0.090
52W High: 5/14/2024 1.350
52W Low: 11/1/2024 0.090
Avg. price 1W:   0.102
Avg. volume 1W:   0.000
Avg. price 1M:   0.124
Avg. volume 1M:   0.000
Avg. price 6M:   0.409
Avg. volume 6M:   0.000
Avg. price 1Y:   0.376
Avg. volume 1Y:   0.000
Volatility 1M:   232.73%
Volatility 6M:   250.60%
Volatility 1Y:   268.04%
Volatility 3Y:   -