BNP Paribas Call 68 NDAQ 20.12.2024
/ DE000PC21B94
BNP Paribas Call 68 NDAQ 20.12.20.../ DE000PC21B94 /
| 9/27/2024 8:20:46 PM |
Chg.+0.030 |
Bid9/27/2024 |
Ask9/27/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
+5.17% |
0.610
Bid Size: 31,200 |
0.620
Ask Size: 31,200 |
Nasdaq Inc |
68.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
PC21B9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Nasdaq Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
68.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
1/5/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.18 |
| Parity: |
0.41 |
| Time value: |
0.20 |
| Break-even: |
66.94 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.03 |
| Spread %: |
5.17% |
| Delta: |
0.73 |
| Theta: |
-0.02 |
| Omega: |
7.76 |
| Rho: |
0.09 |
Quote data
| Open: |
0.640 |
| High: |
0.640 |
| Low: |
0.590 |
| Previous Close: |
0.580 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.44% |
| 1 Month |
|
|
+17.31% |
| 3 Months |
|
|
+335.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.580 |
| 1M High / 1M Low: |
0.730 |
0.520 |
| 6M High / 6M Low: |
0.730 |
0.110 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.660 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.617 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.321 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.55% |
| Volatility 6M: |
|
210.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
