BNP Paribas Call 18800 NDX.X 17.12.2027
/ DE000PC4YFT9
BNP Paribas Call 18800 NDX.X 17.1.../ DE000PC4YFT9 /
2024-07-31 9:20:31 PM |
Chg.+3.270 |
Bid9:59:26 PM |
Ask9:59:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
44.010EUR |
+8.03% |
43.970 Bid Size: 4,000 |
43.980 Ask Size: 4,000 |
NASDAQ 100 INDEX |
18,800.00 USD |
2027-12-17 |
Call |
Master data
WKN: |
PC4YFT |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
NASDAQ 100 INDEX |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
18,800.00 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: |
4.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
29.44 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.15 |
Parity: |
-0.03 |
Time value: |
40.71 |
Break-even: |
21,453.22 |
Moneyness: |
1.00 |
Premium: |
0.23 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.01 |
Spread %: |
0.02% |
Delta: |
0.69 |
Theta: |
-1.92 |
Omega: |
2.94 |
Rho: |
267.36 |
Quote data
Open: |
42.450 |
High: |
44.430 |
Low: |
42.420 |
Previous Close: |
40.740 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+4.54% |
1 Month |
|
|
-10.80% |
3 Months |
|
|
+21.01% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
44.010 |
40.740 |
1M High / 1M Low: |
54.450 |
40.740 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
42.256 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
48.346 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
64.39% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |