OverviewChartNewsTraderScreen

BNP Paribas Call 250 CDNS 17.01.2.../  DE000PN4DZ81  /

Frankfurt Zert./BNP
9/6/2024  9:50:23 PM Chg.-0.030 Bid9:58:54 PM Ask9:58:54 PM Underlying Strike price Expiration date Option type
2.290EUR -1.29% 2.270
Bid Size: 5,437		 2.280
Ask Size: 5,437		 Cadence Design Syste... 250.00 USD 1/17/2025 Call
 

Master data

WKN: PN4DZ8
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Cadence Design Systems Inc
Type: Warrant
Option type: Call
Strike price: 250.00 USD
Maturity: 1/17/2025
Issue date: 6/6/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.49
Leverage: Yes

Calculated values

Fair value: 1.64
Intrinsic value: 0.08
Implied volatility: 0.41
Historic volatility: 0.27
Parity: 0.08
Time value: 2.30
Break-even: 248.80
Moneyness: 1.00
Premium: 0.10
Premium p.a.: 0.31
Spread abs.: 0.01
Spread %: 0.42%
Delta: 0.58
Theta: -0.09
Omega: 5.45
Rho: 0.39
 

Quote data

Open: 2.220
High: 2.340
Low: 2.160
Previous Close: 2.320
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -30.18%
1 Month
  -20.49%
3 Months
  -60.38%
YTD
  -56.05%
1 Year
  -41.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.400 2.290
1M High / 1M Low: 4.510 2.290
6M High / 6M Low: 8.750 2.290
High (YTD): 3/22/2024 8.750
Low (YTD): 9/6/2024 2.290
52W High: 3/22/2024 8.750
52W Low: 9/6/2024 2.290
Avg. price 1W:   2.666
Avg. volume 1W:   0.000
Avg. price 1M:   3.516
Avg. volume 1M:   0.000
Avg. price 6M:   5.762
Avg. volume 6M:   131.597
Avg. price 1Y:   5.453
Avg. volume 1Y:   70.664
Volatility 1M:   167.01%
Volatility 6M:   133.43%
Volatility 1Y:   115.59%
Volatility 3Y:   -