BNP Paribas Call 9.5 NDX1 20.06.2025
/ DE000PC37KA0
BNP Paribas Call 9.5 NDX1 20.06.2.../ DE000PC37KA0 /
| 1/24/2025 2:47:05 PM |
Chg.+0.220 |
Bid3:02:16 PM |
Ask3:02:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.270EUR |
+7.21% |
3.250
Bid Size: 5,000 |
3.290
Ask Size: 5,000 |
NORDEX SE O.N. |
9.50 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
PC37KA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
9.50 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
1/30/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.55 |
| Intrinsic value: |
2.16 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.40 |
| Parity: |
2.16 |
| Time value: |
0.94 |
| Break-even: |
12.60 |
| Moneyness: |
1.23 |
| Premium: |
0.08 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.05 |
| Spread %: |
1.64% |
| Delta: |
0.77 |
| Theta: |
-0.01 |
| Omega: |
2.88 |
| Rho: |
0.02 |
Quote data
| Open: |
3.090 |
| High: |
3.270 |
| Low: |
3.090 |
| Previous Close: |
3.050 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.82% |
| 1 Month |
|
|
+5.83% |
| 3 Months |
|
|
-35.38% |
| YTD |
|
|
+13.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.620 |
2.890 |
| 1M High / 1M Low: |
3.920 |
2.680 |
| 6M High / 6M Low: |
6.600 |
2.660 |
| High (YTD): |
1/15/2025 |
3.920 |
| Low (YTD): |
1/8/2025 |
2.680 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.292 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.171 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.389 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.93% |
| Volatility 6M: |
|
93.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |