BNP Paribas Call 11 NDX1 21.03.2025
/ DE000PC70FN4
BNP Paribas Call 11 NDX1 21.03.20.../ DE000PC70FN4 /
| 1/10/2025 12:08:32 PM |
Chg.+0.12 |
Bid12:36:44 PM |
Ask12:36:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.38EUR |
+9.52% |
1.43
Bid Size: 6,500 |
1.45
Ask Size: 6,500 |
NORDEX SE O.N. |
11.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
PC70FN |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
4/9/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.40 |
| Parity: |
0.19 |
| Time value: |
1.16 |
| Break-even: |
12.35 |
| Moneyness: |
1.02 |
| Premium: |
0.10 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
0.03 |
| Spread %: |
2.27% |
| Delta: |
0.59 |
| Theta: |
-0.01 |
| Omega: |
4.87 |
| Rho: |
0.01 |
Quote data
| Open: |
1.40 |
| High: |
1.42 |
| Low: |
1.38 |
| Previous Close: |
1.26 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.59% |
| 1 Month |
|
|
-8.00% |
| 3 Months |
|
|
-58.43% |
| YTD |
|
|
+6.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.78 |
1.23 |
| 1M High / 1M Low: |
1.78 |
1.23 |
| 6M High / 6M Low: |
5.18 |
1.23 |
| High (YTD): |
1/6/2025 |
1.78 |
| Low (YTD): |
1/8/2025 |
1.23 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.55 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.09 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.79% |
| Volatility 6M: |
|
129.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |