BNP Paribas Call 13.5 NDX1 21.06.2024
/ DE000PN4ZXR0
BNP Paribas Call 13.5 NDX1 21.06..../ DE000PN4ZXR0 /
| 6/5/2024 6:09:27 PM |
Chg.+0.02 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.08EUR |
+1.89% |
-
Bid Size: - |
-
Ask Size: - |
NORDEX SE O.N. |
13.50 EUR |
6/21/2024 |
Call |
Master data
| WKN: |
PN4ZXR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.50 EUR |
| Maturity: |
6/21/2024 |
| Issue date: |
6/20/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.40 |
| Parity: |
0.90 |
| Time value: |
0.34 |
| Break-even: |
14.74 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.70 |
| Spread abs.: |
0.17 |
| Spread %: |
15.89% |
| Delta: |
0.73 |
| Theta: |
-0.02 |
| Omega: |
8.43 |
| Rho: |
0.00 |
Quote data
| Open: |
1.10 |
| High: |
1.15 |
| Low: |
0.98 |
| Previous Close: |
1.06 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-6.09% |
| 3 Months |
|
|
+120.41% |
| YTD |
|
|
+176.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.31 |
1.06 |
| 1M High / 1M Low: |
2.01 |
0.98 |
| 6M High / 6M Low: |
2.01 |
0.11 |
| High (YTD): |
5/14/2024 |
2.01 |
| Low (YTD): |
2/26/2024 |
0.11 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.32 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.57 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
239.57% |
| Volatility 6M: |
|
378.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
