BNP Paribas Call 20800 NDX.X 17.12.2027
/ DE000PC4YF18
BNP Paribas Call 20800 NDX.X 17.1.../ DE000PC4YF18 /
| 8/1/2024 9:20:22 PM |
Chg.-3.230 |
Bid9:59:37 PM |
Ask9:59:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 31.630EUR |
-9.27% |
31.890
Bid Size: 4,000 |
31.900
Ask Size: 4,000 |
NASDAQ 100 INDEX |
20,800.00 USD |
12/17/2027 |
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: |
12/17/2027 |
| Issue date: |
2/9/2024 |
| Last trading day: |
12/16/2027 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
5.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
23.92 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.15 |
| Parity: |
-13.28 |
| Time value: |
34.86 |
| Break-even: |
22,702.82 |
| Moneyness: |
0.93 |
| Premium: |
0.27 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.03% |
| Delta: |
0.63 |
| Theta: |
-1.97 |
| Omega: |
3.24 |
| Rho: |
263.45 |
Quote data
| Open: |
35.490 |
| High: |
35.670 |
| Low: |
31.440 |
| Previous Close: |
34.860 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.81% |
| 1 Month |
|
|
-20.49% |
| 3 Months |
|
|
+11.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
34.860 |
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: |
|
33.316 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
38.886 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
