BNP Paribas Call 22200 NDX.X 17.12.2027
/ DE000PC4YF75
BNP Paribas Call 22200 NDX.X 17.1.../ DE000PC4YF75 /
| 13/11/2024 17:23:41 |
Chg.-0.27 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 38.22EUR |
-0.70% |
-
Bid Size: - |
-
Ask Size: - |
NASDAQ 100 INDEX |
22,200.00 USD |
17/12/2027 |
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: |
17/12/2027 |
| Issue date: |
09/02/2024 |
| Last trading day: |
16/12/2027 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
5.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
26.39 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.16 |
| Parity: |
-10.64 |
| Time value: |
38.83 |
| Break-even: |
24,793.55 |
| Moneyness: |
0.95 |
| Premium: |
0.25 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.03% |
| Delta: |
0.63 |
| Theta: |
-2.21 |
| Omega: |
3.20 |
| Rho: |
263.97 |
Quote data
| Open: |
38.45 |
| High: |
38.55 |
| Low: |
37.93 |
| Previous Close: |
38.49 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.08% |
| 1 Month |
|
|
+13.31% |
| 3 Months |
|
|
+54.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
38.49 |
37.44 |
| 1M High / 1M Low: |
38.49 |
31.62 |
| 6M High / 6M Low: |
38.49 |
22.43 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
38.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
34.20 |
| Avg. volume 1M: |
|
1.74 |
| Avg. price 6M: |
|
30.26 |
| Avg. volume 6M: |
|
3.02 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.52% |
| Volatility 6M: |
|
64.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
