BNP Paribas Call 14500 NDX.X 17.09.2027
/ DE000PC8LRG9
BNP Paribas Call 14500 NDX.X 17.0.../ DE000PC8LRG9 /
10/10/2024 11:20:55 |
Chg.-0.050 |
Bid11:28:57 |
Ask11:28:57 |
Underlying |
Strike price |
Expiration date |
Option type |
72.210EUR |
-0.07% |
72.210 Bid Size: 6,000 |
72.220 Ask Size: 6,000 |
NASDAQ 100 INDEX |
14,500.00 USD |
17/09/2027 |
Call |
Master data
WKN: |
PC8LRG |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
NASDAQ 100 INDEX |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
14,500.00 USD |
Maturity: |
17/09/2027 |
Issue date: |
18/04/2024 |
Last trading day: |
16/09/2027 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
2.56 |
Leverage: |
Yes |
Calculated values
Fair value: |
65.85 |
Intrinsic value: |
52.72 |
Implied volatility: |
0.29 |
Historic volatility: |
0.16 |
Parity: |
52.72 |
Time value: |
19.74 |
Break-even: |
20,498.24 |
Moneyness: |
1.40 |
Premium: |
0.11 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.01 |
Spread %: |
0.01% |
Delta: |
0.87 |
Theta: |
-1.70 |
Omega: |
2.22 |
Rho: |
259.92 |
Quote data
Open: |
72.210 |
High: |
72.230 |
Low: |
72.160 |
Previous Close: |
72.260 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+8.60% |
1 Month |
|
|
+21.83% |
3 Months |
|
|
-7.65% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
72.260 |
66.490 |
1M High / 1M Low: |
72.260 |
59.270 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
69.490 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
66.213 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
33.17% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |