BNP Paribas Call 18800 NDX.X 17.12.2027
/ DE000PC4YFT9
BNP Paribas Call 18800 NDX.X 17.1.../ DE000PC4YFT9 /
2024-09-25 9:20:29 PM |
Chg.+0.380 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
44.240EUR |
+0.87% |
44.410 Bid Size: 4,000 |
44.420 Ask Size: 4,000 |
NASDAQ 100 INDEX |
18,800.00 USD |
2027-12-17 |
Call |
Master data
WKN: |
PC4YFT |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
NASDAQ 100 INDEX |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
18,800.00 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: |
4.05 |
Leverage: |
Yes |
Calculated values
Fair value: |
35.24 |
Intrinsic value: |
10.23 |
Implied volatility: |
0.24 |
Historic volatility: |
0.16 |
Parity: |
10.23 |
Time value: |
33.73 |
Break-even: |
21,195.29 |
Moneyness: |
1.06 |
Premium: |
0.19 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.01 |
Spread %: |
0.02% |
Delta: |
0.73 |
Theta: |
-1.87 |
Omega: |
2.95 |
Rho: |
276.01 |
Quote data
Open: |
43.480 |
High: |
44.660 |
Low: |
43.460 |
Previous Close: |
43.860 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+7.77% |
1 Month |
|
|
+1.72% |
3 Months |
|
|
-8.67% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
43.860 |
41.050 |
1M High / 1M Low: |
43.860 |
35.710 |
6M High / 6M Low: |
54.450 |
33.800 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
43.068 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
40.919 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
42.355 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
59.39% |
Volatility 6M: |
|
52.61% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |