BNP Paribas Call 20 NDX1 19.12.2025
/ DE000PC9V2B8
BNP Paribas Call 20 NDX1 19.12.20.../ DE000PC9V2B8 /
2024-06-05 6:09:51 PM |
Chg.+0.01 |
Bid7:01:26 PM |
Ask7:01:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.96EUR |
+0.51% |
1.97 Bid Size: 1,523 |
2.06 Ask Size: 1,457 |
NORDEX SE O.N. |
20.00 EUR |
2025-12-19 |
Call |
Master data
WKN: |
PC9V2B |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
NORDEX SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
20.00 EUR |
Maturity: |
2025-12-19 |
Issue date: |
2024-05-15 |
Last trading day: |
2025-12-18 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
7.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.49 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.48 |
Historic volatility: |
0.40 |
Parity: |
-5.60 |
Time value: |
2.04 |
Break-even: |
22.04 |
Moneyness: |
0.72 |
Premium: |
0.53 |
Premium p.a.: |
0.32 |
Spread abs.: |
0.09 |
Spread %: |
4.62% |
Delta: |
0.44 |
Theta: |
0.00 |
Omega: |
3.09 |
Rho: |
0.07 |
Quote data
Open: |
1.97 |
High: |
1.99 |
Low: |
1.91 |
Previous Close: |
1.95 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.55% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.07 |
1.93 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.00 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |