BNP Paribas Call 11.5 NDX1 21.03.2025
/ DE000PC70FM6
BNP Paribas Call 11.5 NDX1 21.03..../ DE000PC70FM6 /
| 1/10/2025 4:14:14 PM |
Chg.+0.03 |
Bid4:50:06 PM |
Ask4:50:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.03EUR |
+3.00% |
1.09
Bid Size: 8,000 |
1.11
Ask Size: 8,000 |
NORDEX SE O.N. |
11.50 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
PC70FM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.50 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
4/9/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.40 |
| Parity: |
-0.31 |
| Time value: |
1.08 |
| Break-even: |
12.58 |
| Moneyness: |
0.97 |
| Premium: |
0.12 |
| Premium p.a.: |
0.84 |
| Spread abs.: |
0.03 |
| Spread %: |
2.86% |
| Delta: |
0.52 |
| Theta: |
-0.01 |
| Omega: |
5.39 |
| Rho: |
0.01 |
Quote data
| Open: |
1.12 |
| High: |
1.15 |
| Low: |
1.03 |
| Previous Close: |
1.00 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.97% |
| 1 Month |
|
|
-15.57% |
| 3 Months |
|
|
-65.32% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.47 |
0.97 |
| 1M High / 1M Low: |
1.47 |
0.97 |
| 6M High / 6M Low: |
4.79 |
0.97 |
| High (YTD): |
1/6/2025 |
1.47 |
| Low (YTD): |
1/8/2025 |
0.97 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.77 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.03% |
| Volatility 6M: |
|
139.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |