BNP Paribas Call 10 NDX1 20.06.2025
/ DE000PC37KB8
BNP Paribas Call 10 NDX1 20.06.20.../ DE000PC37KB8 /
| 1/24/2025 3:04:22 PM |
Chg.+0.21 |
Bid1/24/2025 |
Ask1/24/2025 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.90EUR |
+7.81% |
2.90
Bid Size: 5,500 |
2.94
Ask Size: 5,500 |
NORDEX SE O.N. |
10.00 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
PC37KB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
1/30/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.19 |
| Intrinsic value: |
1.66 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.40 |
| Parity: |
1.66 |
| Time value: |
1.09 |
| Break-even: |
12.75 |
| Moneyness: |
1.17 |
| Premium: |
0.09 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.05 |
| Spread %: |
1.85% |
| Delta: |
0.73 |
| Theta: |
-0.01 |
| Omega: |
3.09 |
| Rho: |
0.02 |
Quote data
| Open: |
2.73 |
| High: |
2.94 |
| Low: |
2.73 |
| Previous Close: |
2.69 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.29% |
| 1 Month |
|
|
+4.32% |
| 3 Months |
|
|
-38.69% |
| YTD |
|
|
+19.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.31 |
2.53 |
| 1M High / 1M Low: |
3.34 |
2.35 |
| 6M High / 6M Low: |
6.25 |
2.35 |
| High (YTD): |
1/15/2025 |
3.34 |
| Low (YTD): |
1/8/2025 |
2.35 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.80 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.03 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.22% |
| Volatility 6M: |
|
103.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |