BNP Paribas Call 21200 NDX.X 17.12.2027
/ DE000PC4YF34
BNP Paribas Call 21200 NDX.X 17.1.../ DE000PC4YF34 /
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: |
|
- |