BNP Paribas Call 9.8 NDX1 21.06.2024
/ DE000PN76VN5
BNP Paribas Call 9.8 NDX1 21.06.2.../ DE000PN76VN5 /
| 6/6/2024 4:07:02 PM |
Chg.-0.29 |
Bid4:40:42 PM |
Ask4:40:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.30EUR |
-6.32% |
4.18
Bid Size: 3,500 |
4.34
Ask Size: 3,500 |
NORDEX SE O.N. |
9.80 EUR |
6/21/2024 |
Call |
Master data
| WKN: |
PN76VN |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
9.80 EUR |
| Maturity: |
6/21/2024 |
| Issue date: |
9/7/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.63 |
| Intrinsic value: |
4.62 |
| Implied volatility: |
1.26 |
| Historic volatility: |
0.40 |
| Parity: |
4.62 |
| Time value: |
0.10 |
| Break-even: |
14.52 |
| Moneyness: |
1.47 |
| Premium: |
0.01 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.17 |
| Spread %: |
3.74% |
| Delta: |
0.95 |
| Theta: |
-0.01 |
| Omega: |
2.90 |
| Rho: |
0.00 |
Quote data
| Open: |
4.56 |
| High: |
4.56 |
| Low: |
4.30 |
| Previous Close: |
4.59 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.42% |
| 1 Month |
|
|
+11.40% |
| 3 Months |
|
|
+54.12% |
| YTD |
|
|
+132.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.80 |
4.54 |
| 1M High / 1M Low: |
5.37 |
3.86 |
| 6M High / 6M Low: |
5.37 |
0.94 |
| High (YTD): |
5/14/2024 |
5.37 |
| Low (YTD): |
2/5/2024 |
0.94 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.66 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.62 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.51 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.37% |
| Volatility 6M: |
|
180.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
