BNP Paribas Call 300 NXPI 20.12.2024
/ DE000PN7E5C9
BNP Paribas Call 300 NXPI 20.12.2.../ DE000PN7E5C9 /
| 30/07/2024 10:07:35 |
Chg.-0.010 |
Bid13:30:07 |
Ask13:30:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
-1.05% |
0.930
Bid Size: 5,500 |
1.250
Ask Size: 5,500 |
NXP Semiconductors N... |
300.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PN7E5C |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NXP Semiconductors NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
17/08/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
24.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.30 |
| Parity: |
-4.33 |
| Time value: |
0.97 |
| Break-even: |
286.98 |
| Moneyness: |
0.84 |
| Premium: |
0.23 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.04 |
| Spread %: |
4.30% |
| Delta: |
0.30 |
| Theta: |
-0.08 |
| Omega: |
7.30 |
| Rho: |
0.24 |
Quote data
| Open: |
0.940 |
| High: |
0.940 |
| Low: |
0.940 |
| Previous Close: |
0.950 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.67% |
| 1 Month |
|
|
-32.37% |
| 3 Months |
|
|
-40.88% |
| YTD |
|
|
-11.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.200 |
0.810 |
| 1M High / 1M Low: |
2.130 |
0.810 |
| 6M High / 6M Low: |
2.130 |
0.560 |
| High (YTD): |
17/07/2024 |
2.130 |
| Low (YTD): |
17/01/2024 |
0.480 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.974 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.563 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.391 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
198.55% |
| Volatility 6M: |
|
214.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
