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BNP Paribas Call 300 CDNS 17.01.2.../  DE000PN4D0A8  /

EUWAX
2024-12-23  10:04:05 AM Chg.+0.18 Bid8:27:10 PM Ask8:27:10 PM Underlying Strike price Expiration date Option type
1.19EUR +17.82% 1.22
Bid Size: 4,290		 1.23
Ask Size: 4,290		 Cadence Design Syste... 300.00 USD 2025-01-17 Call
 

Master data

WKN: PN4D0A
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Cadence Design Systems Inc
Type: Warrant
Option type: Call
Strike price: 300.00 USD
Maturity: 2025-01-17
Issue date: 2023-06-06
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 24.91
Leverage: Yes

Calculated values

Fair value: 1.09
Intrinsic value: 0.14
Implied volatility: 0.35
Historic volatility: 0.33
Parity: 0.14
Time value: 1.02
Break-even: 299.14
Moneyness: 1.00
Premium: 0.04
Premium p.a.: 0.66
Spread abs.: 0.01
Spread %: 0.87%
Delta: 0.55
Theta: -0.22
Omega: 13.64
Rho: 0.10
 

Quote data

Open: 1.19
High: 1.19
Low: 1.19
Previous Close: 1.01
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.71%
1 Month
  -36.02%
3 Months
  -0.83%
YTD
  -58.68%
1 Year
  -60.20%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.94 1.01
1M High / 1M Low: 2.71 1.01
6M High / 6M Low: 4.37 0.45
High (YTD): 2024-03-22 5.69
Low (YTD): 2024-10-25 0.45
52W High: 2024-03-22 5.69
52W Low: 2024-10-25 0.45
Avg. price 1W:   1.53
Avg. volume 1W:   0.00
Avg. price 1M:   1.78
Avg. volume 1M:   0.00
Avg. price 6M:   1.70
Avg. volume 6M:   0.00
Avg. price 1Y:   2.67
Avg. volume 1Y:   1.69
Volatility 1M:   299.42%
Volatility 6M:   313.76%
Volatility 1Y:   246.02%
Volatility 3Y:   -