BNP Paribas Call 24000 NDX.X 17.12.2027
/ DE000PC6Z764
BNP Paribas Call 24000 NDX.X 17.1.../ DE000PC6Z764 /
10/10/2024 09:20:33 |
Chg.-0.020 |
Bid10:19:17 |
Ask10:19:17 |
Underlying |
Strike price |
Expiration date |
Option type |
25.940EUR |
-0.08% |
25.850 Bid Size: 3,000 |
25.860 Ask Size: 3,000 |
NASDAQ 100 INDEX |
24,000.00 USD |
17/12/2027 |
Call |
Master data
WKN: |
PC6Z76 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
NASDAQ 100 INDEX |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
24,000.00 USD |
Maturity: |
17/12/2027 |
Issue date: |
21/03/2024 |
Last trading day: |
16/12/2027 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
7.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
15.99 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.16 |
Parity: |
-34.10 |
Time value: |
26.12 |
Break-even: |
24,546.73 |
Moneyness: |
0.84 |
Premium: |
0.33 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.01 |
Spread %: |
0.04% |
Delta: |
0.52 |
Theta: |
-1.97 |
Omega: |
3.71 |
Rho: |
225.33 |
Quote data
Open: |
25.930 |
High: |
25.940 |
Low: |
25.930 |
Previous Close: |
25.960 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+14.93% |
1 Month |
|
|
+41.90% |
3 Months |
|
|
-16.89% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
25.960 |
22.570 |
1M High / 1M Low: |
25.960 |
18.280 |
6M High / 6M Low: |
31.210 |
16.510 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
24.364 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
22.419 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
22.578 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
60.30% |
Volatility 6M: |
|
71.06% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |