BNP Paribas Call 21800 NDX.X 17.12.2027
/ DE000PC4YF59
BNP Paribas Call 21800 NDX.X 17.1.../ DE000PC4YF59 /
| 10/10/2024 9:20:23 PM |
Chg.+0.020 |
Bid9:59:47 PM |
Ask9:59:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 34.480EUR |
+0.06% |
34.470
Bid Size: 4,000 |
34.480
Ask Size: 4,000 |
NASDAQ 100 INDEX |
21,800.00 USD |
12/17/2027 |
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: |
12/17/2027 |
| Issue date: |
2/9/2024 |
| Last trading day: |
12/16/2027 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
5.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
23.60 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.16 |
| Parity: |
-13.99 |
| Time value: |
34.67 |
| Break-even: |
23,391.05 |
| Moneyness: |
0.93 |
| Premium: |
0.26 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.03% |
| Delta: |
0.61 |
| Theta: |
-2.05 |
| Omega: |
3.28 |
| Rho: |
252.29 |
Quote data
| Open: |
34.420 |
| High: |
35.040 |
| Low: |
33.880 |
| Previous Close: |
34.460 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.50% |
| 1 Month |
|
|
+36.39% |
| 3 Months |
|
|
-12.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
34.460 |
30.380 |
| 1M High / 1M Low: |
34.460 |
25.280 |
| 6M High / 6M Low: |
39.490 |
23.110 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
32.534 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
30.170 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
29.866 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
52.71% |
| Volatility 6M: |
|
63.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
