BNP Paribas Call 16 NDX1 20.06.20.../  DE000PC6MUA8  /

Frankfurt Zert./BNP
1/24/2025  9:47:05 PM Chg.+0.010 Bid1/24/2025 Ask1/24/2025 Underlying Strike price Expiration date Option type
0.400EUR +2.56% 0.400
Bid Size: 7,500
0.430
Ask Size: 6,977
NORDEX SE O.N. 16.00 EUR 6/20/2025 Call
 

Master data

WKN: PC6MUA
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NORDEX SE O.N.
Type: Warrant
Option type: Call
Strike price: 16.00 EUR
Maturity: 6/20/2025
Issue date: 3/14/2024
Last trading day: 6/19/2025
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 27.76
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.40
Parity: -4.34
Time value: 0.42
Break-even: 16.42
Moneyness: 0.73
Premium: 0.41
Premium p.a.: 1.34
Spread abs.: 0.03
Spread %: 7.69%
Delta: 0.22
Theta: 0.00
Omega: 6.16
Rho: 0.01
 

Quote data

Open: 0.400
High: 0.450
Low: 0.400
Previous Close: 0.390
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month
  -2.44%
3 Months
  -73.86%
YTD  
+8.11%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.560 0.360
1M High / 1M Low: 0.640 0.330
6M High / 6M Low: 2.400 0.320
High (YTD): 1/15/2025 0.640
Low (YTD): 1/8/2025 0.330
52W High: - -
52W Low: - -
Avg. price 1W:   0.446
Avg. volume 1W:   0.000
Avg. price 1M:   0.436
Avg. volume 1M:   0.000
Avg. price 6M:   1.155
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   250.63%
Volatility 6M:   164.45%
Volatility 1Y:   -
Volatility 3Y:   -