BNP Paribas Call 50 NDAQ 17.01.2025
/ DE000PN2K5Z7
BNP Paribas Call 50 NDAQ 17.01.20.../ DE000PN2K5Z7 /
16/08/2024 08:40:52 |
Chg.+0.05 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
1.92EUR |
+2.67% |
- Bid Size: - |
- Ask Size: - |
Nasdaq Inc |
50.00 USD |
17/01/2025 |
Call |
Master data
WKN: |
PN2K5Z |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Nasdaq Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
50.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
26/04/2023 |
Last trading day: |
16/01/2025 |
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: |
0.33 |
Historic volatility: |
0.18 |
Parity: |
1.80 |
Time value: |
0.09 |
Break-even: |
64.24 |
Moneyness: |
1.40 |
Premium: |
0.01 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.96 |
Theta: |
-0.01 |
Omega: |
3.21 |
Rho: |
0.18 |
Quote data
Open: |
1.92 |
High: |
1.92 |
Low: |
1.92 |
Previous Close: |
1.87 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.47% |
1 Month |
|
|
+41.18% |
3 Months |
|
|
+43.28% |
YTD |
|
|
+66.96% |
1 Year |
|
|
+125.88% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.92 |
1.76 |
1M High / 1M Low: |
1.92 |
1.29 |
6M High / 6M Low: |
1.92 |
0.87 |
High (YTD): |
16/08/2024 |
1.92 |
Low (YTD): |
21/02/2024 |
0.87 |
52W High: |
16/08/2024 |
1.92 |
52W Low: |
03/10/2023 |
0.57 |
Avg. price 1W: |
|
1.83 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.60 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.26 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.06 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
144.04% |
Volatility 6M: |
|
82.40% |
Volatility 1Y: |
|
82.31% |
Volatility 3Y: |
|
- |