BNP Paribas Call 9 NDX1 21.06.2024
/ DE000PZ1AZD0
BNP Paribas Call 9 NDX1 21.06.202.../ DE000PZ1AZD0 /
| 24/05/2024 18:18:23 |
Chg.- |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.33EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
NORDEX SE O.N. |
9.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
PZ1AZD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
9.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
13/11/2023 |
| Last trading day: |
27/05/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.41 |
| Intrinsic value: |
5.40 |
| Implied volatility: |
1.06 |
| Historic volatility: |
0.40 |
| Parity: |
5.40 |
| Time value: |
0.03 |
| Break-even: |
14.43 |
| Moneyness: |
1.60 |
| Premium: |
0.00 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.09 |
| Spread %: |
1.69% |
| Delta: |
0.99 |
| Theta: |
0.00 |
| Omega: |
2.62 |
| Rho: |
0.00 |
Quote data
| Open: |
4.94 |
| High: |
5.40 |
| Low: |
4.94 |
| Previous Close: |
5.22 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+10.12% |
| 3 Months |
|
|
+73.05% |
| YTD |
|
|
+126.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
6.14 |
4.61 |
| 6M High / 6M Low: |
6.14 |
1.35 |
| High (YTD): |
14/05/2024 |
6.14 |
| Low (YTD): |
05/02/2024 |
1.35 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
5.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.94 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.57% |
| Volatility 6M: |
|
151.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
