BNP Paribas Call 7.8 NDX1 21.06.2024
/ DE000PC25HH6
BNP Paribas Call 7.8 NDX1 21.06.2.../ DE000PC25HH6 /
| 5/10/2024 9:20:28 PM |
Chg.+0.110 |
Bid9:55:19 PM |
Ask9:55:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.600EUR |
+1.69% |
-
Bid Size: - |
-
Ask Size: - |
NORDEX SE O.N. |
7.80 - |
6/21/2024 |
Call |
Master data
| WKN: |
PC25HH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7.80 - |
| Maturity: |
6/21/2024 |
| Issue date: |
1/10/2024 |
| Last trading day: |
5/13/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.61 |
| Intrinsic value: |
6.60 |
| Implied volatility: |
1.67 |
| Historic volatility: |
0.40 |
| Parity: |
6.60 |
| Time value: |
0.07 |
| Break-even: |
14.47 |
| Moneyness: |
1.85 |
| Premium: |
0.00 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.09 |
| Spread %: |
1.37% |
| Delta: |
0.97 |
| Theta: |
-0.01 |
| Omega: |
2.10 |
| Rho: |
0.00 |
Quote data
| Open: |
6.470 |
| High: |
6.660 |
| Low: |
6.460 |
| Previous Close: |
6.490 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+13.79% |
| 3 Months |
|
|
+47.98% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
6.600 |
5.800 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
6.202 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
23.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
