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BNP Paribas Call 300 CDNS 21.06.2.../  DE000PZ09YJ2  /

EUWAX
2024-06-17  10:46:45 AM Chg.+0.580 Bid2:35:44 PM Ask2:35:44 PM Underlying Strike price Expiration date Option type
1.340EUR +76.32% 1.200
Bid Size: 2,500		 1.220
Ask Size: 2,460		 Cadence Design Syste... 300.00 USD 2024-06-21 Call
 

Master data

WKN: PZ09YJ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Cadence Design Systems Inc
Type: Warrant
Option type: Call
Strike price: 300.00 USD
Maturity: 2024-06-21
Issue date: 2023-11-10
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 23.33
Leverage: Yes

Calculated values

Fair value: 1.16
Intrinsic value: 1.13
Implied volatility: 0.40
Historic volatility: 0.23
Parity: 1.13
Time value: 0.12
Break-even: 292.80
Moneyness: 1.04
Premium: 0.00
Premium p.a.: 0.45
Spread abs.: 0.01
Spread %: 0.81%
Delta: 0.84
Theta: -0.40
Omega: 19.49
Rho: 0.03
 

Quote data

Open: 1.340
High: 1.340
Low: 1.340
Previous Close: 0.760
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+282.86%
1 Month  
+143.64%
3 Months
  -42.49%
YTD
  -4.29%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.760 0.350
1M High / 1M Low: 0.860 0.240
6M High / 6M Low: 3.500 0.240
High (YTD): 2024-03-22 3.500
Low (YTD): 2024-06-04 0.240
52W High: - -
52W Low: - -
Avg. price 1W:   0.512
Avg. volume 1W:   0.000
Avg. price 1M:   0.511
Avg. volume 1M:   0.000
Avg. price 6M:   1.608
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   521.30%
Volatility 6M:   337.35%
Volatility 1Y:   -
Volatility 3Y:   -