BNP Paribas Call 72 NDAQ 20.12.2024
/ DE000PC613T0
BNP Paribas Call 72 NDAQ 20.12.20.../ DE000PC613T0 /
| 2024-09-27 2:20:56 PM |
Chg.+0.020 |
Bid2024-09-27 |
Ask2024-09-27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
+5.88% |
0.360
Bid Size: 10,600 |
0.370
Ask Size: 10,600 |
Nasdaq Inc |
72.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC613T |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Nasdaq Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
72.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.18 |
| Parity: |
0.05 |
| Time value: |
0.32 |
| Break-even: |
68.12 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.03 |
| Spread %: |
8.82% |
| Delta: |
0.57 |
| Theta: |
-0.02 |
| Omega: |
10.08 |
| Rho: |
0.08 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.360 |
| Previous Close: |
0.340 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.74% |
| 1 Month |
|
|
+20.00% |
| 3 Months |
|
|
+400.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.340 |
| 1M High / 1M Low: |
0.460 |
0.300 |
| 6M High / 6M Low: |
0.460 |
0.052 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.402 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.375 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.191 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
208.03% |
| Volatility 6M: |
|
255.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
