BNP Paribas Call 16200 NDX.X 17.12.2027
/ DE000PC5H293
BNP Paribas Call 16200 NDX.X 17.1.../ DE000PC5H293 /
14/08/2024 21:20:19 |
Chg.+0.050 |
Bid21:59:42 |
Ask21:59:42 |
Underlying |
Strike price |
Expiration date |
Option type |
52.780EUR |
+0.09% |
53.020 Bid Size: 5,000 |
53.030 Ask Size: 5,000 |
NASDAQ 100 INDEX |
16,200.00 USD |
17/12/2027 |
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: |
17/12/2027 |
Issue date: |
22/02/2024 |
Last trading day: |
16/12/2027 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
3.26 |
Leverage: |
Yes |
Calculated values
Fair value: |
45.97 |
Intrinsic value: |
25.52 |
Implied volatility: |
0.25 |
Historic volatility: |
0.16 |
Parity: |
25.52 |
Time value: |
27.55 |
Break-even: |
20,039.63 |
Moneyness: |
1.17 |
Premium: |
0.16 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.01 |
Spread %: |
0.02% |
Delta: |
0.80 |
Theta: |
-1.73 |
Omega: |
2.61 |
Rho: |
286.26 |
Quote data
Open: |
53.110 |
High: |
53.290 |
Low: |
51.970 |
Previous Close: |
52.730 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+10.72% |
1 Month |
|
|
-21.07% |
3 Months |
|
|
+0.50% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
52.730 |
47.670 |
1M High / 1M Low: |
66.530 |
46.710 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
50.410 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
55.694 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
71.47% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |