BNP Paribas Call 72 NDAQ 20.12.20.../  DE000PC613T0  /

EUWAX
10/18/2024  8:59:57 AM Chg.+0.010 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.410EUR +2.50% -
Bid Size: -
-
Ask Size: -
Nasdaq Inc 72.00 USD 12/20/2024 Call
 

Master data

WKN: PC613T
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nasdaq Inc
Type: Warrant
Option type: Call
Strike price: 72.00 USD
Maturity: 12/20/2024
Issue date: 3/21/2024
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.67
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.27
Implied volatility: 0.27
Historic volatility: 0.18
Parity: 0.27
Time value: 0.20
Break-even: 70.95
Moneyness: 1.04
Premium: 0.03
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 2.17%
Delta: 0.68
Theta: -0.03
Omega: 9.97
Rho: 0.07
 

Quote data

Open: 0.410
High: 0.410
Low: 0.410
Previous Close: 0.400
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+32.26%
1 Month
  -10.87%
3 Months  
+355.56%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.270
1M High / 1M Low: 0.460 0.250
6M High / 6M Low: 0.460 0.052
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.350
Avg. volume 1W:   0.000
Avg. price 1M:   0.365
Avg. volume 1M:   0.000
Avg. price 6M:   0.204
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   181.50%
Volatility 6M:   297.97%
Volatility 1Y:   -
Volatility 3Y:   -