BNP Paribas Call 21800 NDX.X 17.12.2027
/ DE000PC4YF59
BNP Paribas Call 21800 NDX.X 17.1.../ DE000PC4YF59 /
| 06/09/2024 21:20:24 |
Chg.-2.530 |
Bid21:59:47 |
Ask21:59:47 |
Underlying |
Strike price |
Expiration date |
Option type |
| 23.710EUR |
-9.64% |
23.520
Bid Size: 4,000 |
23.530
Ask Size: 4,000 |
NASDAQ 100 INDEX |
21,800.00 USD |
17/12/2027 |
Call |
Master data
| WKN: |
PC4YF5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NASDAQ 100 INDEX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
21,800.00 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: |
7.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
15.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.16 |
| Parity: |
-30.48 |
| Time value: |
23.54 |
| Break-even: |
22,019.68 |
| Moneyness: |
0.85 |
| Premium: |
0.33 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.04% |
| Delta: |
0.53 |
| Theta: |
-1.76 |
| Omega: |
3.75 |
| Rho: |
212.08 |
Quote data
| Open: |
25.890 |
| High: |
26.100 |
| Low: |
23.590 |
| Previous Close: |
26.240 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.13% |
| 1 Month |
|
|
+2.33% |
| 3 Months |
|
|
-22.99% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
29.940 |
23.710 |
| 1M High / 1M Low: |
30.950 |
23.170 |
| 6M High / 6M Low: |
39.490 |
23.110 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
26.500 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
27.883 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
29.461 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.31% |
| Volatility 6M: |
|
60.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
