BNP Paribas Call 21500 NDX.X 17.1.../  DE000PC4YF42  /

Frankfurt Zert./BNP
2024-11-13  9:20:15 PM Chg.+0.040 Bid9:59:52 PM Ask9:59:52 PM Underlying Strike price Expiration date Option type
42.080EUR +0.10% -
Bid Size: -
-
Ask Size: -
NASDAQ 100 INDEX 21,500.00 USD 2027-12-17 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: 2027-12-17
Issue date: 2024-02-09
Last trading day: 2027-12-16
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 4.72
Leverage: Yes

Calculated values

Fair value: 29.54
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.16
Parity: -4.04
Time value: 42.06
Break-even: 24,457.21
Moneyness: 0.98
Premium: 0.23
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 0.02%
Delta: 0.65
Theta: -2.22
Omega: 3.08
Rho: 270.57
 

Quote data

Open: 41.710
High: 42.200
Low: 41.250
Previous Close: 42.040
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week  
+2.46%
1 Month  
+13.88%
3 Months  
+51.59%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 42.080 41.070
1M High / 1M Low: 42.080 34.290
6M High / 6M Low: 42.080 24.210
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   41.634
Avg. volume 1W:   0.000
Avg. price 1M:   37.273
Avg. volume 1M:   0.000
Avg. price 6M:   32.991
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   61.78%
Volatility 6M:   62.91%
Volatility 1Y:   -
Volatility 3Y:   -