BNP Paribas Call 65 NAQ 17.01.2025
/ DE000PE89HU1
BNP Paribas Call 65 NAQ 17.01.202.../ DE000PE89HU1 /
10/18/2024 8:46:36 AM |
Chg.+0.020 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.970EUR |
+2.11% |
- Bid Size: - |
- Ask Size: - |
NASDAQ INC. DL... |
65.00 - |
1/17/2025 |
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: |
1/17/2025 |
Issue date: |
2/16/2023 |
Last trading day: |
1/16/2025 |
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): |
9/23/2024 |
1.000 |
Low (YTD): |
2/21/2024 |
0.210 |
52W High: |
9/23/2024 |
1.000 |
52W Low: |
11/1/2023 |
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: |
|
- |