BNP Paribas Call 25800 NDX.X 17.09.2027
/ DE000PG2KZ54
BNP Paribas Call 25800 NDX.X 17.0.../ DE000PG2KZ54 /
| 13/11/2024 12:27:02 |
Chg.+0.10 |
Bid15:07:57 |
Ask15:07:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 21.88EUR |
+0.46% |
21.94
Bid Size: 3,000 |
21.95
Ask Size: 3,000 |
NASDAQ 100 INDEX |
25,800.00 USD |
17/09/2027 |
Call |
Master data
| WKN: |
PG2KZ5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NASDAQ 100 INDEX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25,800.00 USD |
| Maturity: |
17/09/2027 |
| Issue date: |
13/06/2024 |
| Last trading day: |
16/09/2027 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
9.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
12.72 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.16 |
| Parity: |
-44.55 |
| Time value: |
22.01 |
| Break-even: |
26,502.45 |
| Moneyness: |
0.82 |
| Premium: |
0.34 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.05% |
| Delta: |
0.46 |
| Theta: |
-2.07 |
| Omega: |
4.16 |
| Rho: |
197.78 |
Quote data
| Open: |
21.79 |
| High: |
21.88 |
| Low: |
21.79 |
| Previous Close: |
21.78 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.78% |
| 1 Month |
|
|
+20.35% |
| 3 Months |
|
|
+73.93% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
21.83 |
19.40 |
| 1M High / 1M Low: |
21.83 |
16.87 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
21.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
18.74 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
