BNP Paribas Call 16800 NDX.X 17.12.2027
/ DE000PC4YFK8
BNP Paribas Call 16800 NDX.X 17.1.../ DE000PC4YFK8 /
| 25/09/2024 15:24:39 |
Chg.+0.13 |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 54.37EUR |
+0.24% |
-
Bid Size: - |
-
Ask Size: - |
NASDAQ 100 INDEX |
16,800.00 USD |
17/12/2027 |
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: |
17/12/2027 |
| Issue date: |
09/02/2024 |
| Last trading day: |
16/12/2027 |
| 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: |
54.01 |
| High: |
54.47 |
| Low: |
54.01 |
| Previous Close: |
54.24 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.94% |
| 1 Month |
|
|
-1.75% |
| 3 Months |
|
|
-8.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
54.82 |
51.32 |
| 1M High / 1M Low: |
54.82 |
45.72 |
| 6M High / 6M Low: |
64.99 |
42.77 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
53.54 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
51.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
52.54 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.31% |
| Volatility 6M: |
|
48.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
