BNP Paribas Call 16800 NDX.X 17.12.2027
/ DE000PC4YFK8
BNP Paribas Call 16800 NDX.X 17.1.../ DE000PC4YFK8 /
| 2024-09-25 5:20:15 PM |
Chg.+0.660 |
Bid6:03:53 PM |
Ask6:03:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 55.140EUR |
+1.21% |
54.980
Bid Size: 5,000 |
54.990
Ask Size: 5,000 |
NASDAQ 100 INDEX |
16,800.00 USD |
2027-12-17 |
Call |
Master data
| WKN: |
PC4YFK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NASDAQ 100 INDEX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16,800.00 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: |
3.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
47.12 |
| Intrinsic value: |
28.10 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.16 |
| Parity: |
28.10 |
| Time value: |
26.44 |
| Break-even: |
20,466.13 |
| Moneyness: |
1.19 |
| Premium: |
0.15 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.02% |
| Delta: |
0.80 |
| Theta: |
-1.75 |
| Omega: |
2.62 |
| Rho: |
285.27 |
Quote data
| Open: |
54.030 |
| High: |
55.300 |
| Low: |
54.000 |
| Previous Close: |
54.480 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.30% |
| 1 Month |
|
|
+2.11% |
| 3 Months |
|
|
-6.83% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
54.480 |
51.390 |
| 1M High / 1M Low: |
54.480 |
45.470 |
| 6M High / 6M Low: |
65.580 |
42.680 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
53.608 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
51.220 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
52.459 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
51.89% |
| Volatility 6M: |
|
46.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
