BNP Paribas Call 70 NAQ 17.01.2025
/ DE000PE89HV9
BNP Paribas Call 70 NAQ 17.01.202.../ DE000PE89HV9 /
| 2024-12-12 9:50:37 PM |
Chg.-0.030 |
Bid9:59:31 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.100EUR |
-2.65% |
-
Bid Size: - |
-
Ask Size: - |
NASDAQ INC. DL... |
70.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
PE89HV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NASDAQ INC. DL -,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-02-16 |
| Last trading day: |
2024-12-13 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
1.12 |
| Historic volatility: |
0.17 |
| Parity: |
0.49 |
| Time value: |
0.61 |
| Break-even: |
81.00 |
| Moneyness: |
1.07 |
| Premium: |
0.08 |
| Premium p.a.: |
2.28 |
| Spread abs.: |
0.02 |
| Spread %: |
1.85% |
| Delta: |
0.65 |
| Theta: |
-0.17 |
| Omega: |
4.43 |
| Rho: |
0.02 |
Quote data
| Open: |
1.120 |
| High: |
1.150 |
| Low: |
1.090 |
| Previous Close: |
1.130 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-4.35% |
| 3 Months |
|
|
+103.70% |
| YTD |
|
|
+378.26% |
| 1 Year |
|
|
+450.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.350 |
0.980 |
| 6M High / 6M Low: |
1.350 |
0.110 |
| High (YTD): |
2024-11-28 |
1.350 |
| Low (YTD): |
2024-07-03 |
0.110 |
| 52W High: |
2024-11-28 |
1.350 |
| 52W Low: |
2024-07-03 |
0.110 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.154 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.559 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.377 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
107.06% |
| Volatility 6M: |
|
201.21% |
| Volatility 1Y: |
|
169.33% |
| Volatility 3Y: |
|
- |
