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

EUWAX
7/30/2024  10:06:16 AM Chg.-0.02 Bid12:46:21 PM Ask12:46:21 PM Underlying Strike price Expiration date Option type
1.46EUR -1.35% 1.47
Bid Size: 5,000		 1.79
Ask Size: 5,000		 NXP Semiconductors N... 280.00 USD 12/20/2024 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: 12/20/2024
Issue date: 6/27/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.70
Leverage: Yes

Calculated values

Fair value: 0.97
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.30
Parity: -2.48
Time value: 1.49
Break-even: 273.70
Moneyness: 0.90
Premium: 0.17
Premium p.a.: 0.49
Spread abs.: 0.04
Spread %: 2.76%
Delta: 0.41
Theta: -0.09
Omega: 6.44
Rho: 0.32
 

Quote data

Open: 1.46
High: 1.46
Low: 1.46
Previous Close: 1.48
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.96%
1 Month
  -28.78%
3 Months
  -34.23%
YTD
  -2.67%
1 Year
  -18.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.92 1.28
1M High / 1M Low: 2.98 1.28
6M High / 6M Low: 2.98 0.84
High (YTD): 7/17/2024 2.98
Low (YTD): 1/17/2024 0.71
52W High: 7/17/2024 2.98
52W Low: 11/1/2023 0.42
Avg. price 1W:   1.53
Avg. volume 1W:   0.00
Avg. price 1M:   2.27
Avg. volume 1M:   0.00
Avg. price 6M:   1.97
Avg. volume 6M:   0.00
Avg. price 1Y:   1.47
Avg. volume 1Y:   0.00
Volatility 1M:   172.83%
Volatility 6M:   194.78%
Volatility 1Y:   174.89%
Volatility 3Y:   -