OverviewChartNewsTraderScreen

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

Frankfurt Zert./BNP
13/11/2024  13:21:04 Chg.-0.230 Bid13:34:02 Ask13:34:02 Underlying Strike price Expiration date Option type
4.740EUR -4.63% 4.780
Bid Size: 3,103		 4.800
Ask Size: 3,103		 Cadence Design Syste... 250.00 USD 17/01/2025 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: 17/01/2025
Issue date: 06/06/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.70
Leverage: Yes

Calculated values

Fair value: 4.76
Intrinsic value: 4.50
Implied volatility: 0.39
Historic volatility: 0.31
Parity: 4.50
Time value: 0.42
Break-even: 284.68
Moneyness: 1.19
Premium: 0.01
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 0.20%
Delta: 0.88
Theta: -0.09
Omega: 5.02
Rho: 0.35
 

Quote data

Open: 4.850
High: 4.850
Low: 4.740
Previous Close: 4.970
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -2.07%
1 Month  
+15.89%
3 Months  
+22.16%
YTD
  -9.02%
1 Year
  -5.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.250 4.840
1M High / 1M Low: 5.250 1.900
6M High / 6M Low: 8.640 1.900
High (YTD): 22/03/2024 8.750
Low (YTD): 23/10/2024 1.900
52W High: 22/03/2024 8.750
52W Low: 23/10/2024 1.900
Avg. price 1W:   5.084
Avg. volume 1W:   0.000
Avg. price 1M:   3.538
Avg. volume 1M:   0.000
Avg. price 6M:   4.600
Avg. volume 6M:   128.606
Avg. price 1Y:   5.371
Avg. volume 1Y:   69.047
Volatility 1M:   391.86%
Volatility 6M:   210.65%
Volatility 1Y:   162.31%
Volatility 3Y:   -