BNP Paribas Call 9 NDX1 20.06.202.../  DE000PC37J98  /

EUWAX
1/24/2025  6:09:03 PM Chg.+0.05 Bid10:00:08 PM Ask10:00:08 PM Underlying Strike price Expiration date Option type
3.46EUR +1.47% -
Bid Size: -
-
Ask Size: -
NORDEX SE O.N. 9.00 EUR 6/20/2025 Call
 

Master data

WKN: PC37J9
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NORDEX SE O.N.
Type: Warrant
Option type: Call
Strike price: 9.00 EUR
Maturity: 6/20/2025
Issue date: 1/30/2024
Last trading day: 6/19/2025
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.37
Leverage: Yes

Calculated values

Fair value: 2.95
Intrinsic value: 2.66
Implied volatility: 0.68
Historic volatility: 0.40
Parity: 2.66
Time value: 0.80
Break-even: 12.46
Moneyness: 1.30
Premium: 0.07
Premium p.a.: 0.18
Spread abs.: 0.05
Spread %: 1.47%
Delta: 0.80
Theta: -0.01
Omega: 2.70
Rho: 0.02
 

Quote data

Open: 3.45
High: 3.67
Low: 3.43
Previous Close: 3.41
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.22%
1 Month
  -0.57%
3 Months
  -38.54%
YTD  
+11.61%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.07 3.23
1M High / 1M Low: 4.10 3.02
6M High / 6M Low: 7.05 3.01
High (YTD): 1/15/2025 4.10
Low (YTD): 1/8/2025 3.02
52W High: - -
52W Low: - -
Avg. price 1W:   3.60
Avg. volume 1W:   0.00
Avg. price 1M:   3.51
Avg. volume 1M:   0.00
Avg. price 6M:   4.74
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   125.62%
Volatility 6M:   91.32%
Volatility 1Y:   -
Volatility 3Y:   -