BNP Paribas Call 18 NDX1 20.12.2024
/ DE000PN7DEW0
BNP Paribas Call 18 NDX1 20.12.20.../ DE000PN7DEW0 /
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 |
|
|
-3.45% |
1 Month |
|
|
-40.43% |
3 Months |
|
|
-71.13% |
YTD |
|
|
-3.45% |
1 Year |
|
|
-64.56% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.310 |
0.280 |
1M High / 1M Low: |
0.440 |
0.190 |
6M High / 6M Low: |
1.350 |
0.150 |
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: |
|
0.296 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.315 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.489 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.447 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
266.12% |
Volatility 6M: |
|
247.67% |
Volatility 1Y: |
|
257.26% |
Volatility 3Y: |
|
- |