BNP Paribas Call 16200 NDX.X 17.12.2027
/ DE000PC5H293
BNP Paribas Call 16200 NDX.X 17.1.../ DE000PC5H293 /
| 2024-07-31 9:20:16 PM |
Chg.+3.740 |
Bid9:59:35 PM |
Ask9:59:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 57.860EUR |
+6.91% |
57.900
Bid Size: 5,000 |
57.910
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: |
3.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
44.65 |
| Intrinsic value: |
24.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.15 |
| Parity: |
24.00 |
| Time value: |
30.12 |
| Break-even: |
20,390.30 |
| Moneyness: |
1.16 |
| Premium: |
0.17 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.02% |
| Delta: |
0.79 |
| Theta: |
-1.80 |
| Omega: |
2.53 |
| Rho: |
280.36 |
Quote data
| Open: |
56.030 |
| High: |
58.250 |
| Low: |
56.000 |
| Previous Close: |
54.120 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.61% |
| 1 Month |
|
|
-8.30% |
| 3 Months |
|
|
+18.66% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
56.390 |
54.120 |
| 1M High / 1M Low: |
69.110 |
54.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
55.512 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
62.663 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
50.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
