BNP Paribas Call 70 NAQ 20.12.202.../  DE000PE89HQ9  /

Frankfurt Zert./BNP
10/18/2024  9:50:39 PM Chg.+0.050 Bid9:59:53 PM Ask9:59:53 PM Underlying Strike price Expiration date Option type
0.600EUR +9.09% 0.600
Bid Size: 14,400
0.610
Ask Size: 14,400
NASDAQ INC. DL... 70.00 - 12/20/2024 Call
 

Master data

WKN: PE89HQ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NASDAQ INC. DL -,01
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 12/20/2024
Issue date: 2/16/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.30
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.18
Parity: -0.11
Time value: 0.61
Break-even: 76.10
Moneyness: 0.98
Premium: 0.10
Premium p.a.: 0.79
Spread abs.: 0.01
Spread %: 1.67%
Delta: 0.53
Theta: -0.05
Omega: 5.98
Rho: 0.05
 

Quote data

Open: 0.530
High: 0.600
Low: 0.520
Previous Close: 0.550
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+53.85%
1 Month  
+1.69%
3 Months  
+361.54%
YTD  
+185.71%
1 Year  
+361.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.450
1M High / 1M Low: 0.600 0.360
6M High / 6M Low: 0.600 0.076
High (YTD): 10/18/2024 0.600
Low (YTD): 7/3/2024 0.076
52W High: 10/18/2024 0.600
52W Low: 11/1/2023 0.064
Avg. price 1W:   0.522
Avg. volume 1W:   0.000
Avg. price 1M:   0.484
Avg. volume 1M:   0.000
Avg. price 6M:   0.277
Avg. volume 6M:   0.000
Avg. price 1Y:   0.220
Avg. volume 1Y:   0.000
Volatility 1M:   147.78%
Volatility 6M:   228.88%
Volatility 1Y:   198.33%
Volatility 3Y:   -