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

EUWAX
9/20/2024  4:07:00 PM Chg.+0.040 Bid4:46:47 PM Ask4:46:47 PM Underlying Strike price Expiration date Option type
0.520EUR +8.33% 0.490
Bid Size: 14,500		 0.530
Ask Size: 14,500		 NORDEX SE O.N. 18.00 EUR 12/20/2024 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: 12/20/2024
Issue date: 8/16/2023
Last trading day: 12/19/2024
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: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.56%
1 Month  
+79.31%
3 Months  
+67.74%
YTD  
+79.31%
1 Year
  -42.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.380
1M High / 1M Low: 0.480 0.250
6M High / 6M Low: 1.330 0.150
High (YTD): 5/14/2024 1.330
Low (YTD): 2/6/2024 0.110
52W High: 5/14/2024 1.330
52W Low: 2/6/2024 0.110
Avg. price 1W:   0.448
Avg. volume 1W:   0.000
Avg. price 1M:   0.354
Avg. volume 1M:   0.000
Avg. price 6M:   0.491
Avg. volume 6M:   0.000
Avg. price 1Y:   0.423
Avg. volume 1Y:   0.000
Volatility 1M:   239.75%
Volatility 6M:   236.29%
Volatility 1Y:   261.74%
Volatility 3Y:   -