BNP Paribas Call 11.2 NDX1 21.06.2024
/ DE000PN76VK1
BNP Paribas Call 11.2 NDX1 21.06..../ DE000PN76VK1 /
| 2024-06-05 11:06:24 AM |
Chg.+0.09 |
Bid11:50:01 AM |
Ask11:50:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.26EUR |
+2.84% |
3.27
Bid Size: 3,500 |
3.43
Ask Size: 3,500 |
NORDEX SE O.N. |
11.20 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
PN76VK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.20 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-07 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.22 |
| Intrinsic value: |
3.20 |
| Implied volatility: |
0.99 |
| Historic volatility: |
0.40 |
| Parity: |
3.20 |
| Time value: |
0.16 |
| Break-even: |
14.56 |
| Moneyness: |
1.29 |
| Premium: |
0.01 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.17 |
| Spread %: |
5.33% |
| Delta: |
0.91 |
| Theta: |
-0.02 |
| Omega: |
3.89 |
| Rho: |
0.00 |
Quote data
| Open: |
3.24 |
| High: |
3.26 |
| Low: |
3.24 |
| Previous Close: |
3.17 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.49% |
| 1 Month |
|
|
+14.79% |
| 3 Months |
|
|
+115.89% |
| YTD |
|
|
+196.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.42 |
3.12 |
| 1M High / 1M Low: |
4.04 |
2.61 |
| 6M High / 6M Low: |
4.04 |
0.45 |
| High (YTD): |
2024-05-14 |
4.04 |
| Low (YTD): |
2024-02-23 |
0.45 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.59 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.35% |
| Volatility 6M: |
|
246.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
