BNP Paribas Call 20 NDX1 19.12.20.../  DE000PC9V2B8  /

EUWAX
24/01/2025  15:07:01 Chg.+0.040 Bid15:28:25 Ask15:28:25 Underlying Strike price Expiration date Option type
0.520EUR +8.33% 0.510
Bid Size: 15,500
0.530
Ask Size: 15,500
NORDEX SE O.N. 20.00 EUR 19/12/2025 Call
 

Master data

WKN: PC9V2B
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NORDEX SE O.N.
Type: Warrant
Option type: Call
Strike price: 20.00 EUR
Maturity: 19/12/2025
Issue date: 15/05/2024
Last trading day: 18/12/2025
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 22.86
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.40
Parity: -8.34
Time value: 0.51
Break-even: 20.51
Moneyness: 0.58
Premium: 0.76
Premium p.a.: 0.87
Spread abs.: 0.03
Spread %: 6.25%
Delta: 0.20
Theta: 0.00
Omega: 4.61
Rho: 0.02
 

Quote data

Open: 0.490
High: 0.520
Low: 0.480
Previous Close: 0.480
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.70%
1 Month  
+6.12%
3 Months
  -59.38%
YTD  
+20.93%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.610 0.460
1M High / 1M Low: 0.620 0.420
6M High / 6M Low: 1.990 0.410
High (YTD): 15/01/2025 0.620
Low (YTD): 08/01/2025 0.420
52W High: - -
52W Low: - -
Avg. price 1W:   0.538
Avg. volume 1W:   0.000
Avg. price 1M:   0.510
Avg. volume 1M:   0.000
Avg. price 6M:   1.054
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   176.82%
Volatility 6M:   132.46%
Volatility 1Y:   -
Volatility 3Y:   -