BNP Paribas Call 18500 NDX.X 17.12.2027
/ DE000PC4YFS1
BNP Paribas Call 18500 NDX.X 17.1.../ DE000PC4YFS1 /
| 8/1/2024 9:20:16 PM |
Chg.-3.720 |
Bid9:59:39 PM |
Ask9:59:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 41.850EUR |
-8.16% |
42.140
Bid Size: 4,000 |
42.150
Ask Size: 4,000 |
NASDAQ 100 INDEX |
18,500.00 USD |
12/17/2027 |
Call |
Master data
| WKN: |
PC4YFS |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NASDAQ 100 INDEX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
18,500.00 USD |
| Maturity: |
12/17/2027 |
| Issue date: |
2/9/2024 |
| Last trading day: |
12/16/2027 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
3.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
35.18 |
| Intrinsic value: |
7.97 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.15 |
| Parity: |
7.97 |
| Time value: |
37.55 |
| Break-even: |
21,643.88 |
| Moneyness: |
1.05 |
| Premium: |
0.21 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.02% |
| Delta: |
0.72 |
| Theta: |
-1.94 |
| Omega: |
2.85 |
| Rho: |
283.86 |
Quote data
| Open: |
46.300 |
| High: |
46.530 |
| Low: |
41.640 |
| Previous Close: |
45.570 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.88% |
| 1 Month |
|
|
-17.73% |
| 3 Months |
|
|
+11.04% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
45.570 |
42.180 |
| 1M High / 1M Low: |
56.040 |
42.180 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
43.726 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
49.874 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
