BNP Paribas Call 22000 NDX.X 17.12.2027
/ DE000PC4YF67
BNP Paribas Call 22000 NDX.X 17.1.../ DE000PC4YF67 /
10/18/2024 5:28:11 PM |
Chg.+0.17 |
Bid8:55:12 PM |
Ask8:55:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
34.04EUR |
+0.50% |
33.95 Bid Size: 4,000 |
33.96 Ask Size: 4,000 |
NASDAQ 100 INDEX |
22,000.00 USD |
12/17/2027 |
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: |
12/17/2027 |
Issue date: |
2/9/2024 |
Last trading day: |
12/16/2027 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
5.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
22.41 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.16 |
Parity: |
-16.71 |
Time value: |
33.41 |
Break-even: |
23,656.54 |
Moneyness: |
0.92 |
Premium: |
0.27 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.01 |
Spread %: |
0.03% |
Delta: |
0.60 |
Theta: |
-2.05 |
Omega: |
3.35 |
Rho: |
248.41 |
Quote data
Open: |
33.85 |
High: |
34.10 |
Low: |
33.81 |
Previous Close: |
33.87 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.22% |
1 Month |
|
|
+24.64% |
3 Months |
|
|
+4.90% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
34.57 |
32.75 |
1M High / 1M Low: |
34.57 |
27.31 |
6M High / 6M Low: |
38.57 |
22.56 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
33.63 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
31.19 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
29.59 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
49.61% |
Volatility 6M: |
|
64.78% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |