BNP Paribas Call 18500 NDX.X 17.12.2027
/ DE000PC4YFS1
BNP Paribas Call 18500 NDX.X 17.1.../ DE000PC4YFS1 /
2024-09-06 5:18:21 PM |
Chg.-2.64 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
37.01EUR |
-6.66% |
- Bid Size: - |
- Ask Size: - |
NASDAQ 100 INDEX |
18,500.00 USD |
2027-12-17 |
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: |
2027-12-17 |
Issue date: |
2024-02-09 |
Last trading day: |
2027-12-16 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
4.28 |
Leverage: |
Yes |
Calculated values
Fair value: |
31.02 |
Intrinsic value: |
3.87 |
Implied volatility: |
0.24 |
Historic volatility: |
0.16 |
Parity: |
3.87 |
Time value: |
35.93 |
Break-even: |
20,629.94 |
Moneyness: |
1.02 |
Premium: |
0.21 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.01 |
Spread %: |
0.03% |
Delta: |
0.70 |
Theta: |
-1.84 |
Omega: |
3.02 |
Rho: |
263.05 |
Quote data
Open: |
38.60 |
High: |
39.70 |
Low: |
37.01 |
Previous Close: |
39.65 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-13.65% |
1 Month |
|
|
-3.09% |
3 Months |
|
|
-18.28% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
44.53 |
37.01 |
1M High / 1M Low: |
45.97 |
37.01 |
6M High / 6M Low: |
55.48 |
35.13 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
40.61 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
42.02 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
43.58 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
58.52% |
Volatility 6M: |
|
50.94% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |