BNP Paribas Call 21500 NDX.X 17.12.2027
/ DE000PC4YF42
BNP Paribas Call 21500 NDX.X 17.1.../ DE000PC4YF42 /
| 2024-09-06 9:20:15 PM |
Chg.-2.590 |
Bid9:59:41 PM |
Ask9:59:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 24.750EUR |
-9.47% |
24.590
Bid Size: 4,000 |
24.600
Ask Size: 4,000 |
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: |
6.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
16.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.16 |
| Parity: |
-27.77 |
| Time value: |
24.58 |
| Break-even: |
21,853.05 |
| Moneyness: |
0.86 |
| Premium: |
0.32 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.04% |
| Delta: |
0.55 |
| Theta: |
-1.78 |
| Omega: |
3.69 |
| Rho: |
216.28 |
Quote data
| Open: |
26.990 |
| High: |
27.200 |
| Low: |
24.640 |
| Previous Close: |
27.340 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.80% |
| 1 Month |
|
|
+2.23% |
| 3 Months |
|
|
-22.51% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
31.120 |
24.750 |
| 1M High / 1M Low: |
32.130 |
24.210 |
| 6M High / 6M Low: |
41.270 |
24.030 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
27.608 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
29.018 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
30.695 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.78% |
| Volatility 6M: |
|
60.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
