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BNP Paribas Call 280 NXPI 20.12.2.../  DE000PN5A9U9  /

EUWAX
11/11/2024  12:54:14 Chg.-0.005 Bid16:15:42 Ask16:15:42 Underlying Strike price Expiration date Option type
0.055EUR -8.33% 0.030
Bid Size: 60,200		 0.091
Ask Size: 60,200		 NXP Semiconductors N... 280.00 USD 20/12/2024 Call
 

Master data

WKN: PN5A9U
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 280.00 USD
Maturity: 20/12/2024
Issue date: 27/06/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 227.96
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.35
Parity: -4.94
Time value: 0.09
Break-even: 262.29
Moneyness: 0.81
Premium: 0.24
Premium p.a.: 6.33
Spread abs.: 0.04
Spread %: 75.47%
Delta: 0.08
Theta: -0.05
Omega: 17.19
Rho: 0.02
 

Quote data

Open: 0.056
High: 0.056
Low: 0.054
Previous Close: 0.060
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -79.63%
1 Month
  -84.72%
3 Months
  -95.45%
YTD
  -96.33%
1 Year
  -89.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.030
1M High / 1M Low: 0.590 0.030
6M High / 6M Low: 2.980 0.030
High (YTD): 17/07/2024 2.980
Low (YTD): 06/11/2024 0.030
52W High: 17/07/2024 2.980
52W Low: 06/11/2024 0.030
Avg. price 1W:   0.115
Avg. volume 1W:   0.000
Avg. price 1M:   0.313
Avg. volume 1M:   0.000
Avg. price 6M:   1.409
Avg. volume 6M:   0.000
Avg. price 1Y:   1.372
Avg. volume 1Y:   0.000
Volatility 1M:   606.85%
Volatility 6M:   338.21%
Volatility 1Y:   277.77%
Volatility 3Y:   -