BNP Paribas Call 18500 NDX.X 17.12.2027
/ DE000PC4YFS1
BNP Paribas Call 18500 NDX.X 17.1.../ DE000PC4YFS1 /
2024-09-25 9:20:19 PM |
Chg.+0.380 |
Bid9:59:45 PM |
Ask9:59:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
45.390EUR |
+0.84% |
45.530 Bid Size: 4,000 |
45.540 Ask Size: 4,000 |
NASDAQ 100 INDEX |
18,500.00 USD |
2027-12-17 |
Call |
Master data
WKN: |
PC4YFS |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
NASDAQ 100 INDEX |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
18,500.00 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: |
3.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
36.89 |
Intrinsic value: |
12.91 |
Implied volatility: |
0.24 |
Historic volatility: |
0.16 |
Parity: |
12.91 |
Time value: |
32.20 |
Break-even: |
21,042.21 |
Moneyness: |
1.08 |
Premium: |
0.18 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.01 |
Spread %: |
0.02% |
Delta: |
0.74 |
Theta: |
-1.85 |
Omega: |
2.92 |
Rho: |
279.70 |
Quote data
Open: |
44.640 |
High: |
45.830 |
Low: |
44.600 |
Previous Close: |
45.010 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+7.61% |
1 Month |
|
|
+1.70% |
3 Months |
|
|
-9.17% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
45.010 |
42.180 |
1M High / 1M Low: |
45.010 |
36.710 |
6M High / 6M Low: |
56.040 |
35.050 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
44.216 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
42.017 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
43.694 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
58.67% |
Volatility 6M: |
|
51.65% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |