BNP Paribas Call 16500 NDX.X 17.12.2027
/ DE000PC4YFJ0
BNP Paribas Call 16500 NDX.X 17.1.../ DE000PC4YFJ0 /
| 2024-09-25 3:24:39 PM |
Chg.+0.12 |
Bid3:45:00 PM |
Ask3:45:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 56.05EUR |
+0.21% |
56.23
Bid Size: 5,000 |
56.24
Ask Size: 5,000 |
NASDAQ 100 INDEX |
16,500.00 USD |
2027-12-17 |
Call |
Master data
| WKN: |
PC4YFJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NASDAQ 100 INDEX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16,500.00 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: |
3.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
49.07 |
| Intrinsic value: |
30.78 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.16 |
| Parity: |
30.78 |
| Time value: |
25.47 |
| Break-even: |
20,369.06 |
| Moneyness: |
1.21 |
| Premium: |
0.14 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.02% |
| Delta: |
0.81 |
| Theta: |
-1.73 |
| Omega: |
2.57 |
| Rho: |
285.72 |
Quote data
| Open: |
55.68 |
| High: |
56.15 |
| Low: |
55.68 |
| Previous Close: |
55.93 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.83% |
| 1 Month |
|
|
-1.72% |
| 3 Months |
|
|
-7.96% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
56.52 |
52.96 |
| 1M High / 1M Low: |
56.52 |
47.31 |
| 6M High / 6M Low: |
66.75 |
44.22 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
55.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
52.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
54.16 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.02% |
| Volatility 6M: |
|
47.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
