BNP Paribas Call 70 NAQ 20.12.2024
/ DE000PE89HQ9
BNP Paribas Call 70 NAQ 20.12.202.../ DE000PE89HQ9 /
9/27/2024 7:50:37 PM |
Chg.+0.020 |
Bid7:59:01 PM |
Ask7:59:01 PM |
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 - |
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: |
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): |
9/20/2024 |
0.590 |
Low (YTD): |
7/3/2024 |
0.076 |
52W High: |
9/20/2024 |
0.590 |
52W Low: |
11/1/2023 |
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: |
|
- |