BNP Paribas Call 21500 NDX.X 17.12.2027
/ DE000PC4YF42
BNP Paribas Call 21500 NDX.X 17.1.../ DE000PC4YF42 /
| 15/08/2024 18:20:49 |
Chg.+2.760 |
Bid18:34:27 |
Ask18:34:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 30.520EUR |
+9.94% |
30.450
Bid Size: 4,000 |
30.460
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: |
6.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
19.40 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.16 |
| Parity: |
-22.50 |
| Time value: |
27.92 |
| Break-even: |
22,316.86 |
| Moneyness: |
0.88 |
| Premium: |
0.29 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.04% |
| Delta: |
0.58 |
| Theta: |
-1.85 |
| Omega: |
3.59 |
| Rho: |
241.41 |
Quote data
| Open: |
28.310 |
| High: |
30.650 |
| Low: |
28.200 |
| Previous Close: |
27.760 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.00% |
| 1 Month |
|
|
-22.12% |
| 3 Months |
|
|
+2.73% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
27.920 |
26.200 |
| 1M High / 1M Low: |
39.190 |
24.210 |
| 6M High / 6M Low: |
41.270 |
24.030 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
26.950 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
30.412 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
30.352 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.29% |
| Volatility 6M: |
|
63.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
