BNP Paribas Call 20500 NDX.X 17.12.2027
/ DE000PC4YF00
BNP Paribas Call 20500 NDX.X 17.1.../ DE000PC4YF00 /
| 9/6/2024 9:20:16 PM |
Chg.-2.760 |
Bid9:59:41 PM |
Ask9:59:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 28.490EUR |
-8.83% |
28.320
Bid Size: 4,000 |
28.330
Ask Size: 4,000 |
NASDAQ 100 INDEX |
20,500.00 USD |
12/17/2027 |
Call |
Master data
| WKN: |
PC4YF0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NASDAQ 100 INDEX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20,500.00 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: |
5.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
21.95 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.16 |
| Parity: |
-14.13 |
| Time value: |
31.31 |
| Break-even: |
21,580.94 |
| Moneyness: |
0.92 |
| Premium: |
0.27 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.03% |
| Delta: |
0.62 |
| Theta: |
-1.87 |
| Omega: |
3.36 |
| Rho: |
242.12 |
Quote data
| Open: |
30.860 |
| High: |
31.130 |
| Low: |
28.370 |
| Previous Close: |
31.250 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.73% |
| 1 Month |
|
|
+2.08% |
| 3 Months |
|
|
-20.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
35.330 |
28.490 |
| 1M High / 1M Low: |
36.330 |
27.910 |
| 6M High / 6M Low: |
45.880 |
27.350 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
31.550 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
33.051 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
34.637 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.08% |
| Volatility 6M: |
|
57.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
