BNP Paribas Call 20800 NDX.X 17.12.2027
/ DE000PC4YF18
BNP Paribas Call 20800 NDX.X 17.1.../ DE000PC4YF18 /
08/07/2024 21:20:20 |
Chg.+0.320 |
Bid21:59:34 |
Ask21:59:34 |
Underlying |
Strike price |
Expiration date |
Option type |
42.980EUR |
+0.75% |
43.090 Bid Size: 4,000 |
43.100 Ask Size: 4,000 |
NASDAQ 100 INDEX |
20,800.00 USD |
17/12/2027 |
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: |
17/12/2027 |
Issue date: |
09/02/2024 |
Last trading day: |
16/12/2027 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
4.41 |
Leverage: |
Yes |
Calculated values
Fair value: |
29.64 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.14 |
Parity: |
-3.77 |
Time value: |
42.69 |
Break-even: |
23,482.45 |
Moneyness: |
0.98 |
Premium: |
0.25 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.01 |
Spread %: |
0.02% |
Delta: |
0.68 |
Theta: |
-2.08 |
Omega: |
2.99 |
Rho: |
291.90 |
Quote data
Open: |
42.670 |
High: |
43.020 |
Low: |
42.670 |
Previous Close: |
42.660 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+8.04% |
1 Month |
|
|
+23.68% |
3 Months |
|
|
+37.93% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
42.660 |
39.780 |
1M High / 1M Low: |
42.660 |
35.490 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
41.194 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
39.321 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
34.89% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |