BNP Paribas Call 10 NDX1 21.03.2025
/ DE000PC70FQ7
BNP Paribas Call 10 NDX1 21.03.20.../ DE000PC70FQ7 /
| 1/23/2025 9:47:06 PM |
Chg.+0.160 |
Bid1/23/2025 |
Ask1/23/2025 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.200EUR |
+7.84% |
2.200
Bid Size: 1,364 |
2.250
Ask Size: 1,334 |
NORDEX SE O.N. |
10.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
PC70FQ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
4/9/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.63 |
| Intrinsic value: |
1.41 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.40 |
| Parity: |
1.41 |
| Time value: |
0.68 |
| Break-even: |
12.09 |
| Moneyness: |
1.14 |
| Premium: |
0.06 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.05 |
| Spread %: |
2.45% |
| Delta: |
0.73 |
| Theta: |
-0.01 |
| Omega: |
3.99 |
| Rho: |
0.01 |
Quote data
| Open: |
2.070 |
| High: |
2.280 |
| Low: |
2.070 |
| Previous Close: |
2.040 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.06% |
| 1 Month |
|
|
-3.08% |
| 3 Months |
|
|
-47.62% |
| YTD |
|
|
+8.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.760 |
2.040 |
| 1M High / 1M Low: |
3.090 |
1.850 |
| 6M High / 6M Low: |
5.960 |
1.850 |
| High (YTD): |
1/15/2025 |
3.090 |
| Low (YTD): |
1/8/2025 |
1.850 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.516 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.338 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.683 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
185.19% |
| Volatility 6M: |
|
117.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |