BNP Paribas Call 22200 NDX.X 17.12.2027
/ DE000PC4YF75
BNP Paribas Call 22200 NDX.X 17.1.../ DE000PC4YF75 /
| 2024-07-08 9:20:15 PM |
Chg.+0.330 |
Bid9:59:36 PM |
Ask9:59:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 36.850EUR |
+0.90% |
36.940
Bid Size: 3,000 |
36.950
Ask Size: 3,000 |
NASDAQ 100 INDEX |
22,200.00 USD |
2027-12-17 |
Call |
Master data
| WKN: |
PC4YF7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NASDAQ 100 INDEX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22,200.00 USD |
| Maturity: |
2027-12-17 |
| Issue date: |
2024-02-09 |
| Last trading day: |
2027-12-16 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
5.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
23.30 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.14 |
| Parity: |
-16.70 |
| Time value: |
36.54 |
| Break-even: |
24,160.66 |
| Moneyness: |
0.92 |
| Premium: |
0.28 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.03% |
| Delta: |
0.62 |
| Theta: |
-2.08 |
| Omega: |
3.21 |
| Rho: |
278.20 |
Quote data
| Open: |
36.530 |
| High: |
36.880 |
| Low: |
36.530 |
| Previous Close: |
36.520 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.77% |
| 1 Month |
|
|
+25.68% |
| 3 Months |
|
|
+40.01% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
36.520 |
33.880 |
| 1M High / 1M Low: |
36.520 |
29.970 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
35.186 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
33.485 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
37.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
