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BNP Paribas Call 220 CDNS 20.12.2.../  DE000PN4DZ24  /

EUWAX
11/15/2024  10:05:18 AM Chg.-0.49 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
7.72EUR -5.97% -
Bid Size: -		 -
Ask Size: -		 Cadence Design Syste... 220.00 USD 12/20/2024 Call
 

Master data

WKN: PN4DZ2
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Cadence Design Systems Inc
Type: Warrant
Option type: Call
Strike price: 220.00 USD
Maturity: 12/20/2024
Issue date: 6/6/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.08
Leverage: Yes

Calculated values

Fair value: 6.68
Intrinsic value: 6.62
Implied volatility: 0.52
Historic volatility: 0.32
Parity: 6.62
Time value: 0.12
Break-even: 276.37
Moneyness: 1.32
Premium: 0.00
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.97
Theta: -0.06
Omega: 3.95
Rho: 0.19
 

Quote data

Open: 7.72
High: 7.72
Low: 7.72
Previous Close: 8.21
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.39%
1 Month  
+50.49%
3 Months  
+22.35%
YTD  
+12.37%
1 Year  
+13.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.21 7.42
1M High / 1M Low: 8.21 3.50
6M High / 6M Low: 11.01 3.50
High (YTD): 6/20/2024 11.01
Low (YTD): 10/23/2024 3.50
52W High: 6/20/2024 11.01
52W Low: 10/23/2024 3.50
Avg. price 1W:   7.82
Avg. volume 1W:   0.00
Avg. price 1M:   5.77
Avg. volume 1M:   0.00
Avg. price 6M:   6.56
Avg. volume 6M:   48.10
Avg. price 1Y:   7.25
Avg. volume 1Y:   24.63
Volatility 1M:   164.85%
Volatility 6M:   138.91%
Volatility 1Y:   117.97%
Volatility 3Y:   -