BNP Paribas Call 75 NAQ 17.01.202.../  DE000PE89HW7  /

EUWAX
10/18/2024  8:46:36 AM Chg.0.000 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.300EUR 0.00% -
Bid Size: -
-
Ask Size: -
NASDAQ INC. DL... 75.00 - 1/17/2025 Call
 

Master data

WKN: PE89HW
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NASDAQ INC. DL -,01
Type: Warrant
Option type: Call
Strike price: 75.00 -
Maturity: 1/17/2025
Issue date: 2/16/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.69
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.18
Parity: -0.61
Time value: 0.35
Break-even: 78.50
Moneyness: 0.92
Premium: 0.14
Premium p.a.: 0.69
Spread abs.: 0.01
Spread %: 2.94%
Delta: 0.39
Theta: -0.03
Omega: 7.74
Rho: 0.06
 

Quote data

Open: 0.300
High: 0.300
Low: 0.300
Previous Close: 0.300
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+42.86%
1 Month
  -14.29%
3 Months  
+284.62%
YTD  
+114.29%
1 Year  
+233.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.200
1M High / 1M Low: 0.350 0.200
6M High / 6M Low: 0.350 0.045
High (YTD): 9/23/2024 0.350
Low (YTD): 7/4/2024 0.045
52W High: 9/23/2024 0.350
52W Low: 7/4/2024 0.045
Avg. price 1W:   0.260
Avg. volume 1W:   0.000
Avg. price 1M:   0.270
Avg. volume 1M:   0.000
Avg. price 6M:   0.160
Avg. volume 6M:   0.000
Avg. price 1Y:   0.135
Avg. volume 1Y:   0.000
Volatility 1M:   169.17%
Volatility 6M:   305.01%
Volatility 1Y:   240.68%
Volatility 3Y:   -