BNP Paribas Call 10.2 NDX1 21.06.2024
/ DE000PN76VM7
BNP Paribas Call 10.2 NDX1 21.06..../ DE000PN76VM7 /
| 2024-06-05 8:16:05 AM |
Chg.+0.08 |
Bid9:24:56 AM |
Ask9:24:56 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.23EUR |
+1.93% |
4.09
Bid Size: 3,500 |
4.25
Ask Size: 3,500 |
NORDEX SE O.N. |
10.20 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
PN76VM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.20 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-07 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.50 |
| Intrinsic value: |
4.48 |
| Implied volatility: |
1.01 |
| Historic volatility: |
0.40 |
| Parity: |
4.48 |
| Time value: |
0.07 |
| Break-even: |
14.75 |
| Moneyness: |
1.44 |
| Premium: |
0.00 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.17 |
| Spread %: |
3.88% |
| Delta: |
0.96 |
| Theta: |
-0.01 |
| Omega: |
3.11 |
| Rho: |
0.00 |
Quote data
| Open: |
4.23 |
| High: |
4.23 |
| Low: |
4.23 |
| Previous Close: |
4.15 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.42% |
| 1 Month |
|
|
+13.71% |
| 3 Months |
|
|
+96.74% |
| YTD |
|
|
+162.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.40 |
4.09 |
| 1M High / 1M Low: |
4.99 |
3.49 |
| 6M High / 6M Low: |
4.99 |
0.77 |
| High (YTD): |
2024-05-14 |
4.99 |
| Low (YTD): |
2024-02-05 |
0.77 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.20 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.14% |
| Volatility 6M: |
|
198.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
