BNP Paribas Call 22500 NDX.X 17.12.2027
/ DE000PC4YF83
BNP Paribas Call 22500 NDX.X 17.1.../ DE000PC4YF83 /
| 8/1/2024 3:21:01 PM |
Chg.+0.240 |
Bid3:42:47 PM |
Ask3:42:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 28.310EUR |
+0.86% |
28.530
Bid Size: 3,000 |
28.540
Ask Size: 3,000 |
NASDAQ 100 INDEX |
22,500.00 USD |
12/17/2027 |
Call |
Master data
| WKN: |
PC4YF8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NASDAQ 100 INDEX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22,500.00 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: |
6.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
17.53 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.15 |
| Parity: |
-28.99 |
| Time value: |
28.02 |
| Break-even: |
23,589.43 |
| Moneyness: |
0.86 |
| Premium: |
0.32 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.04% |
| Delta: |
0.56 |
| Theta: |
-1.93 |
| Omega: |
3.56 |
| Rho: |
242.56 |
Quote data
| Open: |
28.640 |
| High: |
28.830 |
| Low: |
28.310 |
| Previous Close: |
28.070 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.67% |
| 1 Month |
|
|
-13.45% |
| 3 Months |
|
|
+24.28% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
28.070 |
25.600 |
| 1M High / 1M Low: |
36.990 |
25.600 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
26.792 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
31.901 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
