BNP Paribas Call 21500 NDX.X 17.12.2027
/ DE000PC4YF42
BNP Paribas Call 21500 NDX.X 17.1.../ DE000PC4YF42 /
| 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: |
|
- |
