BNP Paribas Call 11 NDX1 20.06.2025
/ DE000PC37KD4
BNP Paribas Call 11 NDX1 20.06.20.../ DE000PC37KD4 /
| 1/24/2025 3:04:23 PM |
Chg.+0.19 |
Bid3:09:24 PM |
Ask3:09:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.26EUR |
+9.18% |
2.24
Bid Size: 6,000 |
2.26
Ask Size: 6,000 |
NORDEX SE O.N. |
11.00 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
PC37KD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
1/30/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.57 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.40 |
| Parity: |
0.66 |
| Time value: |
1.45 |
| Break-even: |
13.11 |
| Moneyness: |
1.06 |
| Premium: |
0.12 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.03 |
| Spread %: |
1.44% |
| Delta: |
0.65 |
| Theta: |
-0.01 |
| Omega: |
3.57 |
| Rho: |
0.02 |
Quote data
| Open: |
2.11 |
| High: |
2.30 |
| Low: |
2.11 |
| Previous Close: |
2.07 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.04% |
| 1 Month |
|
|
+4.63% |
| 3 Months |
|
|
-43.78% |
| YTD |
|
|
+21.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.62 |
1.93 |
| 1M High / 1M Low: |
2.65 |
1.79 |
| 6M High / 6M Low: |
5.48 |
1.79 |
| High (YTD): |
1/15/2025 |
2.65 |
| Low (YTD): |
1/8/2025 |
1.79 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.18 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.37 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.43% |
| Volatility 6M: |
|
114.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |