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: |
|
- |
