BNP Paribas Call 60 NDAQ 20.09.2024
/ DE000PC4AA52
BNP Paribas Call 60 NDAQ 20.09.20.../ DE000PC4AA52 /
8/16/2024 8:23:49 AM |
Chg.+0.040 |
Bid10:00:25 PM |
Ask10:00:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.940EUR |
+4.44% |
- Bid Size: - |
- Ask Size: - |
Nasdaq Inc |
60.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
PC4AA5 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Nasdaq Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
60.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
1/31/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.91 |
Intrinsic value: |
0.89 |
Implied volatility: |
0.39 |
Historic volatility: |
0.18 |
Parity: |
0.89 |
Time value: |
0.05 |
Break-even: |
63.81 |
Moneyness: |
1.16 |
Premium: |
0.01 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.02 |
Spread %: |
2.17% |
Delta: |
0.92 |
Theta: |
-0.02 |
Omega: |
6.17 |
Rho: |
0.05 |
Quote data
Open: |
0.940 |
High: |
0.940 |
Low: |
0.940 |
Previous Close: |
0.900 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+18.99% |
1 Month |
|
|
+118.60% |
3 Months |
|
|
+100.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.940 |
0.790 |
1M High / 1M Low: |
0.940 |
0.360 |
6M High / 6M Low: |
0.940 |
0.220 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.854 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.642 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.421 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
380.83% |
Volatility 6M: |
|
200.08% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |