BNP Paribas Call 21500 NDX.X 17.12.2027
/ DE000PC4YF42
BNP Paribas Call 21500 NDX.X 17.1.../ DE000PC4YF42 /
| 17/09/2024 21:20:20 |
Chg.+0.180 |
Bid21:59:44 |
Ask21:59:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 29.260EUR |
+0.62% |
29.330
Bid Size: 4,000 |
29.340
Ask Size: 4,000 |
NASDAQ 100 INDEX |
21,500.00 USD |
17/12/2027 |
Call |
Master data
| WKN: |
PC4YF4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NASDAQ 100 INDEX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
21,500.00 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: |
5.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
20.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.16 |
| Parity: |
-18.66 |
| Time value: |
29.13 |
| Break-even: |
22,231.38 |
| Moneyness: |
0.90 |
| Premium: |
0.27 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.03% |
| Delta: |
0.59 |
| Theta: |
-1.87 |
| Omega: |
3.54 |
| Rho: |
239.99 |
Quote data
| Open: |
29.260 |
| High: |
30.010 |
| Low: |
29.260 |
| Previous Close: |
29.080 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.96% |
| 1 Month |
|
|
-5.80% |
| 3 Months |
|
|
-22.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
29.960 |
26.370 |
| 1M High / 1M Low: |
32.130 |
24.750 |
| 6M High / 6M Low: |
41.270 |
24.030 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
28.626 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
29.309 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
30.739 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.29% |
| Volatility 6M: |
|
60.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
