BNP Paribas Call 21500 NDX.X 17.12.2027
/ DE000PC4YF42
BNP Paribas Call 21500 NDX.X 17.1.../ DE000PC4YF42 /
9/6/2024 5:18:11 PM |
Chg.-2.20 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
25.07EUR |
-8.07% |
- Bid Size: - |
- Ask Size: - |
NASDAQ 100 INDEX |
21,500.00 USD |
12/17/2027 |
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: |
12/17/2027 |
Issue date: |
2/9/2024 |
Last trading day: |
12/16/2027 |
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: |
26.42 |
High: |
27.24 |
Low: |
25.07 |
Previous Close: |
27.27 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-16.10% |
1 Month |
|
|
-2.03% |
3 Months |
|
|
-21.80% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
31.20 |
25.07 |
1M High / 1M Low: |
32.56 |
25.07 |
6M High / 6M Low: |
40.75 |
23.32 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
28.01 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
29.19 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
30.76 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
69.75% |
Volatility 6M: |
|
61.89% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |