BNP Paribas Call 18 NDX1 20.12.20.../  DE000PN7DEW0  /

EUWAX
2024-06-14  6:09:52 PM Chg.-0.030 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.330EUR -8.33% -
Bid Size: -
-
Ask Size: -
NORDEX SE O.N. 18.00 EUR 2024-12-20 Call
 

Master data

WKN: PN7DEW
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NORDEX SE O.N.
Type: Warrant
Option type: Call
Strike price: 18.00 EUR
Maturity: 2024-12-20
Issue date: 2023-08-16
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 32.58
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.41
Parity: -5.62
Time value: 0.38
Break-even: 18.38
Moneyness: 0.69
Premium: 0.48
Premium p.a.: 1.15
Spread abs.: 0.05
Spread %: 15.15%
Delta: 0.19
Theta: 0.00
Omega: 6.21
Rho: 0.01
 

Quote data

Open: 0.350
High: 0.350
Low: 0.290
Previous Close: 0.360
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -49.23%
1 Month
  -73.60%
3 Months
  -2.94%
YTD  
+13.79%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.330
1M High / 1M Low: 1.250 0.330
6M High / 6M Low: 1.330 0.110
High (YTD): 2024-05-14 1.330
Low (YTD): 2024-02-06 0.110
52W High: - -
52W Low: - -
Avg. price 1W:   0.436
Avg. volume 1W:   0.000
Avg. price 1M:   0.812
Avg. volume 1M:   0.000
Avg. price 6M:   0.448
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   152.65%
Volatility 6M:   248.64%
Volatility 1Y:   -
Volatility 3Y:   -