BNP Paribas Call 16200 NDX.X 17.12.2027
/ DE000PC5H293
BNP Paribas Call 16200 NDX.X 17.1.../ DE000PC5H293 /
| 2024-06-28 9:20:38 AM |
Chg.+0.690 |
Bid9:46:46 AM |
Ask9:46:46 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 64.020EUR |
+1.09% |
64.030
Bid Size: 5,000 |
64.040
Ask Size: 5,000 |
NASDAQ 100 INDEX |
16,200.00 USD |
2027-12-17 |
Call |
Master data
| WKN: |
PC5H29 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NASDAQ 100 INDEX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16,200.00 USD |
| Maturity: |
2027-12-17 |
| Issue date: |
2024-02-22 |
| Last trading day: |
2027-12-16 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
2.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
53.57 |
| Intrinsic value: |
33.25 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.14 |
| Parity: |
33.25 |
| Time value: |
30.13 |
| Break-even: |
21,506.68 |
| Moneyness: |
1.22 |
| Premium: |
0.16 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.02% |
| Delta: |
0.82 |
| Theta: |
-1.85 |
| Omega: |
2.38 |
| Rho: |
303.71 |
Quote data
| Open: |
64.130 |
| High: |
64.130 |
| Low: |
64.020 |
| Previous Close: |
63.330 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.65% |
| 1 Month |
|
|
+14.51% |
| 3 Months |
|
|
+21.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
63.330 |
61.450 |
| 1M High / 1M Low: |
64.590 |
52.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
62.644 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
59.415 |
| Avg. volume 1M: |
|
2.174 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
34.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
