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BNP Paribas Call 65 NAQ 17.01.202.../  DE000PE89HU1  /

EUWAX
18/10/2024  08:46:36 Chg.+0.020 Bid22:00:28 Ask22:00:28 Underlying Strike price Expiration date Option type
0.970EUR +2.11% -
Bid Size: -		 -
Ask Size: -		 NASDAQ INC. DL... 65.00 - 17/01/2025 Call
 

Master data

WKN: PE89HU
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NASDAQ INC. DL -,01
Type: Warrant
Option type: Call
Strike price: 65.00 -
Maturity: 17/01/2025
Issue date: 16/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.63
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.39
Implied volatility: 0.61
Historic volatility: 0.18
Parity: 0.39
Time value: 0.65
Break-even: 75.40
Moneyness: 1.06
Premium: 0.09
Premium p.a.: 0.44
Spread abs.: 0.01
Spread %: 0.97%
Delta: 0.64
Theta: -0.05
Omega: 4.27
Rho: 0.08
 

Quote data

Open: 0.970
High: 0.970
Low: 0.970
Previous Close: 0.950
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.78%
1 Month
  -3.00%
3 Months  
+203.13%
YTD  
+155.26%
1 Year  
+321.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.970 0.770
1M High / 1M Low: 1.000 0.740
6M High / 6M Low: 1.000 0.220
High (YTD): 23/09/2024 1.000
Low (YTD): 21/02/2024 0.210
52W High: 23/09/2024 1.000
52W Low: 01/11/2023 0.160
Avg. price 1W:   0.884
Avg. volume 1W:   0.000
Avg. price 1M:   0.882
Avg. volume 1M:   0.000
Avg. price 6M:   0.533
Avg. volume 6M:   0.000
Avg. price 1Y:   0.422
Avg. volume 1Y:   0.000
Volatility 1M:   92.29%
Volatility 6M:   174.79%
Volatility 1Y:   150.00%
Volatility 3Y:   -