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BNP Paribas Call 200 CDNS 17.01.2.../  DE000PN7E8D1  /

EUWAX
13/11/2024  10:06:37 Chg.-0.58 Bid12:48:14 Ask12:48:14 Underlying Strike price Expiration date Option type
9.38EUR -5.82% 9.32
Bid Size: 2,877		 -
Ask Size: -		 Cadence Design Syste... 200.00 USD 17/01/2025 Call
 

Master data

WKN: PN7E8D
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Cadence Design Systems Inc
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 17/01/2025
Issue date: 17/08/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.82
Leverage: Yes

Calculated values

Fair value: 9.31
Intrinsic value: 9.21
Implied volatility: 0.91
Historic volatility: 0.31
Parity: 9.21
Time value: 0.75
Break-even: 287.98
Moneyness: 1.49
Premium: 0.03
Premium p.a.: 0.16
Spread abs.: 0.54
Spread %: 5.73%
Delta: 0.89
Theta: -0.16
Omega: 2.52
Rho: 0.27
 

Quote data

Open: 9.38
High: 9.38
Low: 9.38
Previous Close: 9.96
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.96%
1 Month  
+19.95%
3 Months  
+32.11%
YTD  
+11.53%
1 Year  
+14.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.96 9.11
1M High / 1M Low: 9.96 5.24
6M High / 6M Low: 12.86 5.24
High (YTD): 20/06/2024 12.86
Low (YTD): 24/10/2024 5.24
52W High: 20/06/2024 12.86
52W Low: 24/10/2024 5.24
Avg. price 1W:   9.60
Avg. volume 1W:   0.00
Avg. price 1M:   7.34
Avg. volume 1M:   0.00
Avg. price 6M:   8.33
Avg. volume 6M:   0.00
Avg. price 1Y:   8.94
Avg. volume 1Y:   0.00
Volatility 1M:   132.98%
Volatility 6M:   109.52%
Volatility 1Y:   95.25%
Volatility 3Y:   -