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BNP Paribas Call 250 NXPI 20.12.2.../  DE000PN33A80  /

EUWAX
2024-07-30  10:05:36 AM Chg.-0.03 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
2.68EUR -1.11% -
Bid Size: -		 -
Ask Size: -		 NXP Semiconductors N... 250.00 USD 2024-12-20 Call
 

Master data

WKN: PN33A8
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 250.00 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: 8.67
Leverage: Yes

Calculated values

Fair value: 2.07
Intrinsic value: 0.29
Implied volatility: 0.41
Historic volatility: 0.30
Parity: 0.29
Time value: 2.41
Break-even: 258.07
Moneyness: 1.01
Premium: 0.10
Premium p.a.: 0.28
Spread abs.: 0.04
Spread %: 1.50%
Delta: 0.59
Theta: -0.09
Omega: 5.13
Rho: 0.44
 

Quote data

Open: 2.68
High: 2.68
Low: 2.68
Previous Close: 2.71
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.99%
1 Month
  -22.77%
3 Months
  -23.86%
YTD  
+9.84%
1 Year  
+0.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.08 2.38
1M High / 1M Low: 4.67 2.38
6M High / 6M Low: 4.67 1.48
High (YTD): 2024-07-17 4.67
Low (YTD): 2024-01-17 1.27
52W High: 2024-07-17 4.67
52W Low: 2023-11-01 0.74
Avg. price 1W:   2.71
Avg. volume 1W:   0.00
Avg. price 1M:   3.73
Avg. volume 1M:   0.00
Avg. price 6M:   3.19
Avg. volume 6M:   0.00
Avg. price 1Y:   2.39
Avg. volume 1Y:   0.00
Volatility 1M:   145.65%
Volatility 6M:   164.35%
Volatility 1Y:   149.83%
Volatility 3Y:   -