BNP Paribas Call 21200 NDX.X 17.1.../  DE000PC4YF34  /

Frankfurt Zert./BNP
2024-07-31  9:20:20 PM Chg.+2.810 Bid9:59:52 PM Ask9:59:52 PM Underlying Strike price Expiration date Option type
33.180EUR +9.25% 33.100
Bid Size: 4,000
33.110
Ask Size: 4,000
NASDAQ 100 INDEX 21,200.00 USD 2027-12-17 Call
 

Master data

WKN: PC4YF3
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NASDAQ 100 INDEX
Type: Warrant
Option type: Call
Strike price: 21,200.00 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: 5.73
Leverage: Yes

Calculated values

Fair value: 18.96
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.15
Parity: -22.22
Time value: 30.35
Break-even: 22,636.23
Moneyness: 0.89
Premium: 0.30
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 0.03%
Delta: 0.59
Theta: -1.91
Omega: 3.37
Rho: 242.96
 

Quote data

Open: 31.830
High: 33.510
Low: 31.800
Previous Close: 30.370
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+2.60%
1 Month
  -11.80%
3 Months  
+22.89%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 32.340 30.370
1M High / 1M Low: 42.620 30.370
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   31.520
Avg. volume 1W:   0.000
Avg. price 1M:   37.335
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   66.42%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -