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: |
|
- |