BNP Paribas Call 8.8 NDX1 20.12.2024
/ DE000PC21FY4
BNP Paribas Call 8.8 NDX1 20.12.2.../ DE000PC21FY4 /
| 2024-10-31 9:20:21 PM |
Chg.-0.090 |
Bid9:58:02 PM |
Ask9:58:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.470EUR |
-1.97% |
4.450
Bid Size: 800 |
4.540
Ask Size: 800 |
NORDEX SE O.N. |
8.80 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
PC21FY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8.80 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-05 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.39 |
| Intrinsic value: |
4.35 |
| Implied volatility: |
1.38 |
| Historic volatility: |
0.40 |
| Parity: |
4.35 |
| Time value: |
0.69 |
| Break-even: |
13.84 |
| Moneyness: |
1.49 |
| Premium: |
0.05 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.09 |
| Spread %: |
1.82% |
| Delta: |
0.85 |
| Theta: |
-0.02 |
| Omega: |
2.23 |
| Rho: |
0.01 |
Quote data
| Open: |
4.500 |
| High: |
4.580 |
| Low: |
4.380 |
| Previous Close: |
4.560 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.83% |
| 1 Month |
|
|
-16.91% |
| 3 Months |
|
|
-20.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.310 |
4.560 |
| 1M High / 1M Low: |
5.380 |
4.310 |
| 6M High / 6M Low: |
6.920 |
3.410 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.020 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.772 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.225 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.20% |
| Volatility 6M: |
|
85.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
