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

Frankfurt Zert./BNP
8/26/2024  9:20:24 PM Chg.-0.020 Bid8/26/2024 Ask8/26/2024 Underlying Strike price Expiration date Option type
0.280EUR -6.67% 0.280
Bid Size: 10,000		 0.330
Ask Size: 9,091		 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: 38.44
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.42
Parity: -4.16
Time value: 0.36
Break-even: 18.36
Moneyness: 0.77
Premium: 0.33
Premium p.a.: 1.43
Spread abs.: 0.05
Spread %: 16.13%
Delta: 0.20
Theta: 0.00
Omega: 7.74
Rho: 0.01
 

Quote data

Open: 0.300
High: 0.300
Low: 0.280
Previous Close: 0.300
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -9.68%
1 Month
  -40.43%
3 Months
  -68.89%
YTD
  -3.45%
1 Year
  -64.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.290
1M High / 1M Low: 0.470 0.190
6M High / 6M Low: 1.350 0.140
High (YTD): 5/14/2024 1.350
Low (YTD): 2/6/2024 0.110
52W High: 5/14/2024 1.350
52W Low: 2/6/2024 0.110
Avg. price 1W:   0.302
Avg. volume 1W:   0.000
Avg. price 1M:   0.324
Avg. volume 1M:   0.000
Avg. price 6M:   0.488
Avg. volume 6M:   0.000
Avg. price 1Y:   0.448
Avg. volume 1Y:   0.000
Volatility 1M:   266.74%
Volatility 6M:   248.02%
Volatility 1Y:   257.65%
Volatility 3Y:   -