BNP Paribas Call 58 NDAQ 17.01.2025
/ DE000PN7FBG4
BNP Paribas Call 58 NDAQ 17.01.20.../ DE000PN7FBG4 /
| 9/27/2024 8:28:01 AM |
Chg.-0.04 |
Bid8:45:24 AM |
Ask8:45:24 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.45EUR |
-2.68% |
1.45
Bid Size: 9,550 |
-
Ask Size: - |
Nasdaq Inc |
58.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
PN7FBG |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Nasdaq Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
58.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
8/17/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.36 |
| Intrinsic value: |
1.30 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.18 |
| Parity: |
1.30 |
| Time value: |
0.14 |
| Break-even: |
66.29 |
| Moneyness: |
1.25 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
2.13% |
| Delta: |
0.89 |
| Theta: |
-0.02 |
| Omega: |
4.00 |
| Rho: |
0.13 |
Quote data
| Open: |
1.45 |
| High: |
1.45 |
| Low: |
1.45 |
| Previous Close: |
1.49 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.05% |
| 1 Month |
|
|
+15.08% |
| 3 Months |
|
|
+158.93% |
| YTD |
|
|
+113.24% |
| 1 Year |
|
|
+353.13% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.57 |
1.49 |
| 1M High / 1M Low: |
1.57 |
1.26 |
| 6M High / 6M Low: |
1.57 |
0.51 |
| High (YTD): |
9/23/2024 |
1.57 |
| Low (YTD): |
2/21/2024 |
0.44 |
| 52W High: |
9/23/2024 |
1.57 |
| 52W Low: |
10/27/2023 |
0.30 |
| Avg. price 1W: |
|
1.53 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.43 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.89 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.70 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
73.20% |
| Volatility 6M: |
|
116.00% |
| Volatility 1Y: |
|
112.99% |
| Volatility 3Y: |
|
- |
