BNP Paribas Call 15 NDX1 21.03.20.../  DE000PC70FF0  /

EUWAX
1/24/2025  6:11:38 PM Chg.0.000 Bid10:00:08 PM Ask10:00:08 PM Underlying Strike price Expiration date Option type
0.170EUR 0.00% -
Bid Size: -
-
Ask Size: -
NORDEX SE O.N. 15.00 EUR 3/21/2025 Call
 

Master data

WKN: PC70FF
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NORDEX SE O.N.
Type: Warrant
Option type: Call
Strike price: 15.00 EUR
Maturity: 3/21/2025
Issue date: 4/9/2024
Last trading day: 3/20/2025
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 58.65
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.40
Parity: -3.27
Time value: 0.20
Break-even: 15.20
Moneyness: 0.78
Premium: 0.30
Premium p.a.: 4.58
Spread abs.: 0.03
Spread %: 17.65%
Delta: 0.16
Theta: -0.01
Omega: 9.48
Rho: 0.00
 

Quote data

Open: 0.170
High: 0.200
Low: 0.170
Previous Close: 0.170
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.17%
1 Month
  -19.05%
3 Months
  -87.94%
YTD  
+21.43%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.300 0.140
1M High / 1M Low: 0.310 0.140
6M High / 6M Low: 2.440 0.140
High (YTD): 1/15/2025 0.310
Low (YTD): 1/22/2025 0.140
52W High: - -
52W Low: - -
Avg. price 1W:   0.204
Avg. volume 1W:   0.000
Avg. price 1M:   0.204
Avg. volume 1M:   0.000
Avg. price 6M:   1.007
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   366.90%
Volatility 6M:   222.67%
Volatility 1Y:   -
Volatility 3Y:   -