BNP Paribas Call 48 NDAQ 20.12.2024
/ DE000PN7E4M1
BNP Paribas Call 48 NDAQ 20.12.20.../ DE000PN7E4M1 /
16/08/2024 08:38:41 |
Chg.+0.05 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
2.08EUR |
+2.46% |
- Bid Size: - |
- Ask Size: - |
Nasdaq Inc |
48.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
PN7E4M |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Nasdaq Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
48.00 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: |
3.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.04 |
Intrinsic value: |
1.98 |
Implied volatility: |
0.38 |
Historic volatility: |
0.18 |
Parity: |
1.98 |
Time value: |
0.08 |
Break-even: |
64.35 |
Moneyness: |
1.45 |
Premium: |
0.01 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.97 |
Theta: |
-0.01 |
Omega: |
2.98 |
Rho: |
0.14 |
Quote data
Open: |
2.08 |
High: |
2.08 |
Low: |
2.08 |
Previous Close: |
2.03 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.33% |
1 Month |
|
|
+38.67% |
3 Months |
|
|
+41.50% |
YTD |
|
|
+65.08% |
1 Year |
|
|
+139.08% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.08 |
1.92 |
1M High / 1M Low: |
2.08 |
1.44 |
6M High / 6M Low: |
2.08 |
0.98 |
High (YTD): |
16/08/2024 |
2.08 |
Low (YTD): |
21/02/2024 |
0.98 |
52W High: |
16/08/2024 |
2.08 |
52W Low: |
03/10/2023 |
0.64 |
Avg. price 1W: |
|
1.99 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.75 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.39 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.18 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
135.76% |
Volatility 6M: |
|
77.11% |
Volatility 1Y: |
|
78.25% |
Volatility 3Y: |
|
- |