BNP Paribas Call 22200 NDX.X 17.12.2027
/ DE000PC4YF75
BNP Paribas Call 22200 NDX.X 17.1.../ DE000PC4YF75 /
2024-08-01 5:22:35 PM |
Chg.-1.22 |
Bid7:28:08 PM |
Ask7:28:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
28.01EUR |
-4.17% |
26.50 Bid Size: 3,000 |
26.51 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: |
6.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
18.54 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.15 |
Parity: |
-26.22 |
Time value: |
29.09 |
Break-even: |
23,419.26 |
Moneyness: |
0.87 |
Premium: |
0.31 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.01 |
Spread %: |
0.03% |
Delta: |
0.57 |
Theta: |
-1.94 |
Omega: |
3.51 |
Rho: |
246.65 |
Quote data
Open: |
29.82 |
High: |
29.97 |
Low: |
28.01 |
Previous Close: |
29.23 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-0.74% |
1 Month |
|
|
-16.06% |
3 Months |
|
|
+15.70% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
29.23 |
27.12 |
1M High / 1M Low: |
37.73 |
27.12 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
27.97 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
33.11 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
65.68% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |