BNP Paribas Call 9.5 NDX1 20.06.2025
/ DE000PC37KA0
BNP Paribas Call 9.5 NDX1 20.06.2.../ DE000PC37KA0 /
| 1/9/2025 4:04:15 PM |
Chg.+0.12 |
Bid4:24:06 PM |
Ask4:24:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.79EUR |
+4.49% |
2.76
Bid Size: 5,500 |
2.80
Ask Size: 5,500 |
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: |
4.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.16 |
| Intrinsic value: |
1.62 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.40 |
| Parity: |
1.62 |
| Time value: |
1.11 |
| Break-even: |
12.23 |
| Moneyness: |
1.17 |
| Premium: |
0.10 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.05 |
| Spread %: |
1.87% |
| Delta: |
0.73 |
| Theta: |
-0.01 |
| Omega: |
2.97 |
| Rho: |
0.02 |
Quote data
| Open: |
2.81 |
| High: |
2.84 |
| Low: |
2.78 |
| Previous Close: |
2.67 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.86% |
| 1 Month |
|
|
-12.26% |
| 3 Months |
|
|
-44.97% |
| YTD |
|
|
+1.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.32 |
2.67 |
| 1M High / 1M Low: |
3.32 |
2.67 |
| 6M High / 6M Low: |
6.65 |
2.67 |
| High (YTD): |
1/6/2025 |
3.32 |
| Low (YTD): |
1/8/2025 |
2.67 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.53 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.70% |
| Volatility 6M: |
|
92.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |