BNP Paribas Call 16800 NDX.X 17.12.2027
/ DE000PC4YFK8
BNP Paribas Call 16800 NDX.X 17.1.../ DE000PC4YFK8 /
| 14/11/2024 11:20:58 |
Chg.+0.410 |
Bid11:24:45 |
Ask11:24:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 68.870EUR |
+0.60% |
68.910
Bid Size: 5,000 |
68.920
Ask Size: 5,000 |
NASDAQ 100 INDEX |
16,800.00 USD |
17/12/2027 |
Call |
Master data
| WKN: |
PC4YFK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NASDAQ 100 INDEX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16,800.00 USD |
| Maturity: |
17/12/2027 |
| Issue date: |
09/02/2024 |
| Last trading day: |
16/12/2027 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
2.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
57.66 |
| Intrinsic value: |
40.09 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.16 |
| Parity: |
40.09 |
| Time value: |
28.23 |
| Break-even: |
22,732.36 |
| Moneyness: |
1.25 |
| Premium: |
0.14 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.01% |
| Delta: |
0.81 |
| Theta: |
-2.01 |
| Omega: |
2.36 |
| Rho: |
287.98 |
Quote data
| Open: |
68.070 |
| High: |
68.870 |
| Low: |
68.070 |
| Previous Close: |
68.460 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.84% |
| 1 Month |
|
|
+12.29% |
| 3 Months |
|
|
+39.16% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
68.460 |
66.970 |
| 1M High / 1M Low: |
68.460 |
58.170 |
| 6M High / 6M Low: |
68.460 |
43.710 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
67.758 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
62.034 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
55.787 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
47.48% |
| Volatility 6M: |
|
47.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
