BNP Paribas Call 19000 NDX.X 17.12.2027
/ DE000PC4YFU7
BNP Paribas Call 19000 NDX.X 17.1.../ DE000PC4YFU7 /
2024-06-21 5:19:50 PM |
Chg.- |
Bid9:00:00 AM |
Ask9:00:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
47.63EUR |
- |
47.33 Bid Size: 4,000 |
47.34 Ask Size: 4,000 |
NASDAQ 100 INDEX |
19,000.00 USD |
2027-12-17 |
Call |
Master data
WKN: |
PC4YFU |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
NASDAQ 100 INDEX |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
19,000.00 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: |
3.90 |
Leverage: |
Yes |
Calculated values
Fair value: |
35.23 |
Intrinsic value: |
6.55 |
Implied volatility: |
0.25 |
Historic volatility: |
0.14 |
Parity: |
6.55 |
Time value: |
40.73 |
Break-even: |
22,497.96 |
Moneyness: |
1.04 |
Premium: |
0.22 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.01 |
Spread %: |
0.02% |
Delta: |
0.72 |
Theta: |
-1.99 |
Omega: |
2.80 |
Rho: |
296.91 |
Quote data
Open: |
47.60 |
High: |
47.63 |
Low: |
47.12 |
Previous Close: |
48.59 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.02% |
1 Month |
|
|
+12.36% |
3 Months |
|
|
+19.16% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
48.72 |
47.15 |
1M High / 1M Low: |
48.72 |
37.61 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
48.02 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
43.52 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
44.04% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |