BNP Paribas Call 8 NDX1 20.09.2024
/ DE000PC25HM6
BNP Paribas Call 8 NDX1 20.09.202.../ DE000PC25HM6 /
8/20/2024 9:20:30 PM |
Chg.-0.150 |
Bid9:53:12 PM |
Ask9:53:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.700EUR |
-2.56% |
- Bid Size: - |
- Ask Size: - |
NORDEX SE O.N. |
8.00 - |
9/20/2024 |
Call |
Master data
WKN: |
PC25HM |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
NORDEX SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
8.00 - |
Maturity: |
9/20/2024 |
Issue date: |
1/10/2024 |
Last trading day: |
8/21/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.39 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.86 |
Intrinsic value: |
5.84 |
Implied volatility: |
- |
Historic volatility: |
0.42 |
Parity: |
5.84 |
Time value: |
-0.05 |
Break-even: |
13.79 |
Moneyness: |
1.73 |
Premium: |
0.00 |
Premium p.a.: |
-0.05 |
Spread abs.: |
0.09 |
Spread %: |
1.58% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
5.910 |
High: |
6.070 |
Low: |
5.670 |
Previous Close: |
5.850 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-2.56% |
1 Month |
|
|
-7.32% |
3 Months |
|
|
-12.58% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.850 |
5.700 |
1M High / 1M Low: |
6.150 |
4.540 |
6M High / 6M Low: |
7.400 |
2.450 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.775 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.597 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.183 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
106.76% |
Volatility 6M: |
|
97.51% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |