BNP Paribas Call 20800 NDX.X 17.12.2027
/ DE000PC4YF18
BNP Paribas Call 20800 NDX.X 17.1.../ DE000PC4YF18 /
| 2024-07-31 9:20:32 PM |
Chg.+2.900 |
Bid9:59:11 PM |
Ask9:59:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 34.860EUR |
+9.07% |
34.800
Bid Size: 4,000 |
34.810
Ask Size: 4,000 |
NASDAQ 100 INDEX |
20,800.00 USD |
2027-12-17 |
Call |
Master data
| WKN: |
PC4YF1 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NASDAQ 100 INDEX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20,800.00 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: |
5.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
20.47 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.15 |
| Parity: |
-18.53 |
| Time value: |
31.92 |
| Break-even: |
22,423.39 |
| Moneyness: |
0.90 |
| Premium: |
0.29 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.03% |
| Delta: |
0.61 |
| Theta: |
-1.92 |
| Omega: |
3.30 |
| Rho: |
247.75 |
Quote data
| Open: |
33.470 |
| High: |
35.190 |
| Low: |
33.430 |
| Previous Close: |
31.960 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.62% |
| 1 Month |
|
|
-11.43% |
| 3 Months |
|
|
+22.66% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
33.970 |
31.960 |
| 1M High / 1M Low: |
44.470 |
31.960 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
33.138 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
39.069 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
