BNP Paribas Call 21200 NDX.X 17.12.2027
/ DE000PC4YF34
BNP Paribas Call 21200 NDX.X 17.1.../ DE000PC4YF34 /
| 06/09/2024 21:20:12 |
Chg.-2.650 |
Bid21:59:41 |
Ask21:59:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 25.830EUR |
-9.30% |
25.670
Bid Size: 4,000 |
25.680
Ask Size: 4,000 |
NASDAQ 100 INDEX |
21,200.00 USD |
17/12/2027 |
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: |
17/12/2027 |
| Issue date: |
09/02/2024 |
| Last trading day: |
16/12/2027 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
6.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
17.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.16 |
| Parity: |
-25.07 |
| Time value: |
25.66 |
| Break-even: |
21,690.43 |
| Moneyness: |
0.87 |
| Premium: |
0.31 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.04% |
| Delta: |
0.56 |
| Theta: |
-1.79 |
| Omega: |
3.62 |
| Rho: |
220.37 |
Quote data
| Open: |
28.110 |
| High: |
28.340 |
| Low: |
25.720 |
| Previous Close: |
28.480 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.47% |
| 1 Month |
|
|
-5.83% |
| 3 Months |
|
|
-22.01% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
32.350 |
25.830 |
| 1M High / 1M Low: |
33.360 |
25.830 |
| 6M High / 6M Low: |
42.620 |
25.010 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
28.752 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
30.416 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
31.859 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.99% |
| Volatility 6M: |
|
59.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
