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

EUWAX
20/09/2024  18:09:42 Chg.+0.010 Bid22:00:29 Ask22:00:29 Underlying Strike price Expiration date Option type
0.490EUR +2.08% -
Bid Size: -		 -
Ask Size: -		 NORDEX SE O.N. 18.00 EUR 20/12/2024 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: 20/12/2024
Issue date: 16/08/2023
Last trading day: 19/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 28.09
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.41
Parity: -2.83
Time value: 0.54
Break-even: 18.54
Moneyness: 0.84
Premium: 0.22
Premium p.a.: 1.24
Spread abs.: 0.06
Spread %: 12.50%
Delta: 0.28
Theta: -0.01
Omega: 7.83
Rho: 0.01
 

Quote data

Open: 0.480
High: 0.520
Low: 0.480
Previous Close: 0.480
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.89%
1 Month  
+63.33%
3 Months  
+81.48%
YTD  
+68.97%
1 Year
  -35.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.380
1M High / 1M Low: 0.490 0.250
6M High / 6M Low: 1.330 0.150
High (YTD): 14/05/2024 1.330
Low (YTD): 06/02/2024 0.110
52W High: 14/05/2024 1.330
52W Low: 06/02/2024 0.110
Avg. price 1W:   0.456
Avg. volume 1W:   0.000
Avg. price 1M:   0.363
Avg. volume 1M:   0.000
Avg. price 6M:   0.492
Avg. volume 6M:   0.000
Avg. price 1Y:   0.421
Avg. volume 1Y:   0.000
Volatility 1M:   239.80%
Volatility 6M:   233.35%
Volatility 1Y:   261.24%
Volatility 3Y:   -