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: |
|
- |