BNP Paribas Call 13 NDX1 21.03.2025
/ DE000PC70FJ2
BNP Paribas Call 13 NDX1 21.03.20.../ DE000PC70FJ2 /
| 1/10/2025 12:47:06 PM |
Chg.+0.070 |
Bid1:02:32 PM |
Ask1:02:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
+15.22% |
0.510
Bid Size: 14,000 |
0.530
Ask Size: 14,000 |
NORDEX SE O.N. |
13.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
PC70FJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
4/9/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
21.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.40 |
| Parity: |
-1.81 |
| Time value: |
0.51 |
| Break-even: |
13.51 |
| Moneyness: |
0.86 |
| Premium: |
0.21 |
| Premium p.a.: |
1.67 |
| Spread abs.: |
0.03 |
| Spread %: |
6.25% |
| Delta: |
0.32 |
| Theta: |
-0.01 |
| Omega: |
7.06 |
| Rho: |
0.01 |
Quote data
| Open: |
0.510 |
| High: |
0.530 |
| Low: |
0.480 |
| Previous Close: |
0.460 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.39% |
| 1 Month |
|
|
-11.67% |
| 3 Months |
|
|
-74.27% |
| YTD |
|
|
+3.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.440 |
| 1M High / 1M Low: |
0.720 |
0.440 |
| 6M High / 6M Low: |
3.640 |
0.440 |
| High (YTD): |
1/3/2025 |
0.720 |
| Low (YTD): |
1/8/2025 |
0.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.602 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.575 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.930 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
200.65% |
| Volatility 6M: |
|
156.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |