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

Frankfurt Zert./BNP
27/09/2024  19:50:37 Chg.+0.020 Bid27/09/2024 Ask27/09/2024 Underlying Strike price Expiration date Option type
0.480EUR +4.35% 0.480
Bid Size: 24,200		 0.490
Ask Size: 24,200		 NASDAQ INC. DL... 70.00 - 20/12/2024 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: 20/12/2024
Issue date: 16/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.25
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.18
Parity: -0.51
Time value: 0.49
Break-even: 74.90
Moneyness: 0.93
Premium: 0.15
Premium p.a.: 0.86
Spread abs.: 0.03
Spread %: 6.52%
Delta: 0.45
Theta: -0.04
Omega: 5.94
Rho: 0.06
 

Quote data

Open: 0.500
High: 0.500
Low: 0.460
Previous Close: 0.460
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -18.64%
1 Month  
+20.00%
3 Months  
+380.00%
YTD  
+128.57%
1 Year  
+433.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.460
1M High / 1M Low: 0.590 0.400
6M High / 6M Low: 0.590 0.076
High (YTD): 20/09/2024 0.590
Low (YTD): 03/07/2024 0.076
52W High: 20/09/2024 0.590
52W Low: 01/11/2023 0.064
Avg. price 1W:   0.526
Avg. volume 1W:   0.000
Avg. price 1M:   0.489
Avg. volume 1M:   0.000
Avg. price 6M:   0.250
Avg. volume 6M:   0.000
Avg. price 1Y:   0.197
Avg. volume 1Y:   0.000
Volatility 1M:   182.36%
Volatility 6M:   226.13%
Volatility 1Y:   200.35%
Volatility 3Y:   -