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: |
|
- |
