BNP Paribas Call 22000 NDX.X 17.12.2027
/ DE000PC4YF67
BNP Paribas Call 22000 NDX.X 17.1.../ DE000PC4YF67 /
| 06/09/2024 21:20:24 |
Chg.-2.500 |
Bid21:59:47 |
Ask21:59:47 |
Underlying |
Strike price |
Expiration date |
Option type |
| 23.020EUR |
-9.80% |
22.840
Bid Size: 4,000 |
22.850
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: |
7.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
14.65 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.16 |
| Parity: |
-32.28 |
| Time value: |
22.85 |
| Break-even: |
22,131.10 |
| Moneyness: |
0.84 |
| Premium: |
0.33 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.04% |
| Delta: |
0.52 |
| Theta: |
-1.75 |
| Omega: |
3.79 |
| Rho: |
209.23 |
Quote data
| Open: |
25.180 |
| High: |
25.390 |
| Low: |
22.900 |
| Previous Close: |
25.520 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.43% |
| 1 Month |
|
|
+2.36% |
| 3 Months |
|
|
-23.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
29.160 |
23.020 |
| 1M High / 1M Low: |
30.160 |
22.490 |
| 6M High / 6M Low: |
39.090 |
22.490 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
25.776 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
27.140 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
28.857 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.41% |
| Volatility 6M: |
|
61.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
