BNP Paribas Call 65 NAQ 20.12.2024
/ DE000PE89HP1
BNP Paribas Call 65 NAQ 20.12.202.../ DE000PE89HP1 /
16/08/2024 08:44:55 |
Chg.+0.030 |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
0.670EUR |
+4.69% |
- Bid Size: - |
- Ask Size: - |
NASDAQ INC. DL... |
65.00 - |
20/12/2024 |
Call |
Master data
WKN: |
PE89HP |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
NASDAQ INC. DL -,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
65.00 - |
Maturity: |
20/12/2024 |
Issue date: |
16/02/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.23 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.48 |
Historic volatility: |
0.18 |
Parity: |
-0.17 |
Time value: |
0.67 |
Break-even: |
71.70 |
Moneyness: |
0.97 |
Premium: |
0.13 |
Premium p.a.: |
0.44 |
Spread abs.: |
0.01 |
Spread %: |
1.52% |
Delta: |
0.54 |
Theta: |
-0.03 |
Omega: |
5.07 |
Rho: |
0.09 |
Quote data
Open: |
0.670 |
High: |
0.670 |
Low: |
0.670 |
Previous Close: |
0.640 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+13.56% |
1 Month |
|
|
+116.13% |
3 Months |
|
|
+81.08% |
YTD |
|
|
+91.43% |
1 Year |
|
|
+148.15% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.670 |
0.570 |
1M High / 1M Low: |
0.670 |
0.280 |
6M High / 6M Low: |
0.670 |
0.180 |
High (YTD): |
16/08/2024 |
0.670 |
Low (YTD): |
04/07/2024 |
0.180 |
52W High: |
16/08/2024 |
0.670 |
52W Low: |
01/11/2023 |
0.140 |
Avg. price 1W: |
|
0.616 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.467 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.332 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.283 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
352.07% |
Volatility 6M: |
|
187.40% |
Volatility 1Y: |
|
164.71% |
Volatility 3Y: |
|
- |