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: |
|
- |