BNP Paribas Call 22000 NDX.X 17.12.2027
/ DE000PC4YF67
BNP Paribas Call 22000 NDX.X 17.1.../ DE000PC4YF67 /
18/10/2024 17:28:11 |
Chg.+0.17 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
34.04EUR |
+0.50% |
- Bid Size: - |
- Ask Size: - |
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: |
5.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
22.85 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.16 |
Parity: |
-15.42 |
Time value: |
33.90 |
Break-even: |
23,633.19 |
Moneyness: |
0.92 |
Premium: |
0.26 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.01 |
Spread %: |
0.03% |
Delta: |
0.60 |
Theta: |
-2.05 |
Omega: |
3.34 |
Rho: |
250.52 |
Quote data
Open: |
33.85 |
High: |
34.10 |
Low: |
33.81 |
Previous Close: |
33.87 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.22% |
1 Month |
|
|
+13.73% |
3 Months |
|
|
+4.93% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
34.57 |
32.75 |
1M High / 1M Low: |
34.57 |
28.64 |
6M High / 6M Low: |
38.57 |
22.56 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
33.71 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
31.50 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
29.66 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
38.85% |
Volatility 6M: |
|
63.73% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |