BNP Paribas Call 22000 NDX.X 17.12.2027
/ DE000PC4YF67
BNP Paribas Call 22000 NDX.X 17.1.../ DE000PC4YF67 /
15/08/2024 14:21:04 |
Chg.+0.460 |
Bid14:55:44 |
Ask14:55:44 |
Underlying |
Strike price |
Expiration date |
Option type |
26.350EUR |
+1.78% |
27.390 Bid Size: 4,000 |
27.400 Ask Size: 4,000 |
NASDAQ 100 INDEX |
22,000.00 USD |
17/12/2027 |
Call |
Master data
WKN: |
PC4YF6 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
NASDAQ 100 INDEX |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
22,000.00 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: |
6.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
17.69 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.16 |
Parity: |
-27.04 |
Time value: |
26.05 |
Break-even: |
22,583.93 |
Moneyness: |
0.86 |
Premium: |
0.31 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.01 |
Spread %: |
0.04% |
Delta: |
0.56 |
Theta: |
-1.83 |
Omega: |
3.69 |
Rho: |
234.41 |
Quote data
Open: |
26.430 |
High: |
26.480 |
Low: |
26.320 |
Previous Close: |
25.890 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+7.38% |
1 Month |
|
|
-28.92% |
3 Months |
|
|
-5.59% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
26.070 |
24.400 |
1M High / 1M Low: |
37.070 |
22.490 |
6M High / 6M Low: |
39.090 |
22.490 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
25.134 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
28.525 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
28.547 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
93.38% |
Volatility 6M: |
|
64.67% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |