BNP Paribas Call 12.5 NDX1 21.06.2024
/ DE000PN4ZXQ2
BNP Paribas Call 12.5 NDX1 21.06..../ DE000PN4ZXQ2 /
| 05/06/2024 16:05:54 |
Chg.-0.08 |
Bid16:18:37 |
Ask16:18:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.84EUR |
-4.17% |
1.85
Bid Size: 3,500 |
2.01
Ask Size: 3,500 |
NORDEX SE O.N. |
12.50 EUR |
21/06/2024 |
Call |
Master data
| WKN: |
PN4ZXQ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.50 EUR |
| Maturity: |
21/06/2024 |
| Issue date: |
20/06/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.94 |
| Intrinsic value: |
1.90 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.40 |
| Parity: |
1.90 |
| Time value: |
0.22 |
| Break-even: |
14.62 |
| Moneyness: |
1.15 |
| Premium: |
0.02 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.17 |
| Spread %: |
8.72% |
| Delta: |
0.84 |
| Theta: |
-0.02 |
| Omega: |
5.72 |
| Rho: |
0.00 |
Quote data
| Open: |
1.99 |
| High: |
2.04 |
| Low: |
1.84 |
| Previous Close: |
1.92 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.66% |
| 1 Month |
|
|
+2.79% |
| 3 Months |
|
|
+121.69% |
| YTD |
|
|
+192.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.19 |
1.91 |
| 1M High / 1M Low: |
2.84 |
1.59 |
| 6M High / 6M Low: |
2.84 |
0.20 |
| High (YTD): |
14/05/2024 |
2.84 |
| Low (YTD): |
23/02/2024 |
0.20 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.12 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.94 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.71% |
| Volatility 6M: |
|
318.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
