BNP Paribas Call 70 NAQ 20.12.2024
/ DE000PE89HQ9
BNP Paribas Call 70 NAQ 20.12.202.../ DE000PE89HQ9 /
16/08/2024 21:50:30 |
Chg.+0.010 |
Bid16/08/2024 |
Ask16/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.360EUR |
+2.86% |
0.360 Bid Size: 12,300 |
0.370 Ask Size: 12,300 |
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: |
17.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.40 |
Historic volatility: |
0.18 |
Parity: |
-0.67 |
Time value: |
0.37 |
Break-even: |
73.70 |
Moneyness: |
0.90 |
Premium: |
0.16 |
Premium p.a.: |
0.56 |
Spread abs.: |
0.01 |
Spread %: |
2.78% |
Delta: |
0.40 |
Theta: |
-0.03 |
Omega: |
6.82 |
Rho: |
0.07 |
Quote data
Open: |
0.360 |
High: |
0.360 |
Low: |
0.330 |
Previous Close: |
0.350 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+12.50% |
1 Month |
|
|
+125.00% |
3 Months |
|
|
+63.64% |
YTD |
|
|
+71.43% |
1 Year |
|
|
+111.76% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.360 |
0.300 |
1M High / 1M Low: |
0.410 |
0.130 |
6M High / 6M Low: |
0.410 |
0.076 |
High (YTD): |
30/07/2024 |
0.410 |
Low (YTD): |
03/07/2024 |
0.076 |
52W High: |
30/07/2024 |
0.410 |
52W Low: |
01/11/2023 |
0.064 |
Avg. price 1W: |
|
0.336 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.267 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.183 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.162 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
427.94% |
Volatility 6M: |
|
225.85% |
Volatility 1Y: |
|
196.63% |
Volatility 3Y: |
|
- |