BNP Paribas Call 200 CDNS 17.01.2025
/ DE000PN7E8D1
BNP Paribas Call 200 CDNS 17.01.2.../ DE000PN7E8D1 /
| 2024-07-31 10:13:06 AM |
Chg.-0.22 |
Bid6:52:16 PM |
Ask6:52:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.16EUR |
-3.45% |
6.96
Bid Size: 7,128 |
6.97
Ask Size: 7,128 |
Cadence Design Syste... |
200.00 USD |
2025-01-17 |
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: |
2025-01-17 |
| Issue date: |
2023-08-17 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.33 |
| Intrinsic value: |
4.91 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.25 |
| Parity: |
4.91 |
| Time value: |
0.94 |
| Break-even: |
243.42 |
| Moneyness: |
1.27 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.17% |
| Delta: |
0.84 |
| Theta: |
-0.06 |
| Omega: |
3.38 |
| Rho: |
0.65 |
Quote data
| Open: |
6.18 |
| High: |
6.18 |
| Low: |
6.16 |
| Previous Close: |
6.38 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.14% |
| 1 Month |
|
|
-43.80% |
| 3 Months |
|
|
-30.55% |
| YTD |
|
|
-26.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.12 |
6.30 |
| 1M High / 1M Low: |
11.91 |
6.30 |
| 6M High / 6M Low: |
12.86 |
6.30 |
| High (YTD): |
2024-06-20 |
12.86 |
| Low (YTD): |
2024-07-29 |
6.30 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.81 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
10.34 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.84% |
| Volatility 6M: |
|
85.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
