BNP Paribas Call 50 NDAQ 17.01.2025
/ DE000PN2K5Z7
BNP Paribas Call 50 NDAQ 17.01.20.../ DE000PN2K5Z7 /
| 8/16/2024 9:50:34 PM |
Chg.-0.010 |
Bid9:55:30 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.890EUR |
-0.53% |
1.890
Bid Size: 15,900 |
-
Ask Size: - |
Nasdaq Inc |
50.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
PN2K5Z |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Nasdaq Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
4/26/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.87 |
| Intrinsic value: |
1.80 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.18 |
| Parity: |
1.80 |
| Time value: |
0.10 |
| Break-even: |
64.57 |
| Moneyness: |
1.40 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.95 |
| Theta: |
-0.01 |
| Omega: |
3.20 |
| Rho: |
0.18 |
Quote data
| Open: |
1.920 |
| High: |
1.920 |
| Low: |
1.860 |
| Previous Close: |
1.900 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.78% |
| 1 Month |
|
|
+37.96% |
| 3 Months |
|
|
+37.96% |
| YTD |
|
|
+65.79% |
| 1 Year |
|
|
+130.49% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.900 |
1.750 |
| 1M High / 1M Low: |
1.910 |
1.300 |
| 6M High / 6M Low: |
1.910 |
0.890 |
| High (YTD): |
7/30/2024 |
1.910 |
| Low (YTD): |
2/20/2024 |
0.890 |
| 52W High: |
7/30/2024 |
1.910 |
| 52W Low: |
11/1/2023 |
0.550 |
| Avg. price 1W: |
|
1.842 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.638 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.270 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.067 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
131.34% |
| Volatility 6M: |
|
78.29% |
| Volatility 1Y: |
|
82.16% |
| Volatility 3Y: |
|
- |
