BNP Paribas Call 18500 NDX.X 17.12.2027
/ DE000PC4YFS1
BNP Paribas Call 18500 NDX.X 17.1.../ DE000PC4YFS1 /
| 2024-06-24 9:09:53 AM |
Chg.-0.25 |
Bid10:20:18 AM |
Ask10:20:18 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 50.34EUR |
-0.49% |
50.32
Bid Size: 4,000 |
50.33
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: |
3.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
38.05 |
| Intrinsic value: |
11.23 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.14 |
| Parity: |
11.23 |
| Time value: |
39.01 |
| Break-even: |
22,333.46 |
| Moneyness: |
1.06 |
| Premium: |
0.21 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.02% |
| Delta: |
0.74 |
| Theta: |
-1.98 |
| Omega: |
2.70 |
| Rho: |
297.54 |
Quote data
| Open: |
50.34 |
| High: |
50.34 |
| Low: |
50.34 |
| Previous Close: |
50.59 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.48% |
| 1 Month |
|
|
+12.44% |
| 3 Months |
|
|
+19.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
51.69 |
50.10 |
| 1M High / 1M Low: |
51.69 |
40.32 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
50.98 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
46.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
40.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
