BNP Paribas Call 250 CDNS 17.01.2025
/ DE000PN4DZ81
BNP Paribas Call 250 CDNS 17.01.2.../ DE000PN4DZ81 /
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: |
|
- |