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BNP Paribas Call 220 NXPI 20.12.2.../  DE000PN33A72  /

EUWAX
2024-07-30  10:05:36 AM Chg.- Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
4.46EUR - -
Bid Size: -		 -
Ask Size: -		 NXP Semiconductors N... 220.00 USD 2024-12-20 Call
 

Master data

WKN: PN33A7
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 220.00 USD
Maturity: 2024-12-20
Issue date: 2023-05-31
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.23
Leverage: Yes

Calculated values

Fair value: 3.83
Intrinsic value: 3.07
Implied volatility: 0.45
Historic volatility: 0.30
Parity: 3.07
Time value: 1.40
Break-even: 248.04
Moneyness: 1.15
Premium: 0.06
Premium p.a.: 0.16
Spread abs.: 0.04
Spread %: 0.90%
Delta: 0.75
Theta: -0.09
Omega: 3.95
Rho: 0.52
 

Quote data

Open: 4.46
High: 4.46
Low: 4.46
Previous Close: 4.49
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.89%
1 Month
  -17.41%
3 Months
  -15.05%
YTD  
+18.62%
1 Year  
+16.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.79 4.05
1M High / 1M Low: 6.80 4.05
6M High / 6M Low: 6.80 2.50
High (YTD): 2024-07-17 6.80
Low (YTD): 2024-01-17 2.18
52W High: 2024-07-17 6.80
52W Low: 2023-11-01 1.28
Avg. price 1W:   4.38
Avg. volume 1W:   0.00
Avg. price 1M:   5.64
Avg. volume 1M:   0.00
Avg. price 6M:   4.87
Avg. volume 6M:   0.00
Avg. price 1Y:   3.69
Avg. volume 1Y:   0.00
Volatility 1M:   112.17%
Volatility 6M:   133.31%
Volatility 1Y:   125.33%
Volatility 3Y:   -