BNP Paribas Call 13 NDX1 21.03.20.../  DE000PC70FJ2  /

EUWAX
1/24/2025  6:11:40 PM Chg.+0.010 Bid10:05:01 PM Ask10:05:01 PM Underlying Strike price Expiration date Option type
0.560EUR +1.82% -
Bid Size: -
-
Ask Size: -
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: 20.22
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.40
Parity: -1.27
Time value: 0.58
Break-even: 13.58
Moneyness: 0.90
Premium: 0.16
Premium p.a.: 1.64
Spread abs.: 0.03
Spread %: 5.45%
Delta: 0.37
Theta: -0.01
Omega: 7.44
Rho: 0.01
 

Quote data

Open: 0.570
High: 0.650
Low: 0.550
Previous Close: 0.550
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -24.32%
1 Month
  -13.85%
3 Months
  -76.95%
YTD  
+19.15%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.870 0.470
1M High / 1M Low: 0.920 0.440
6M High / 6M Low: 3.680 0.440
High (YTD): 1/15/2025 0.920
Low (YTD): 1/8/2025 0.440
52W High: - -
52W Low: - -
Avg. price 1W:   0.640
Avg. volume 1W:   0.000
Avg. price 1M:   0.632
Avg. volume 1M:   0.000
Avg. price 6M:   1.776
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   311.54%
Volatility 6M:   188.70%
Volatility 1Y:   -
Volatility 3Y:   -