BNP Paribas Call 20500 NDX.X 17.12.2027
/ DE000PC4YF00
BNP Paribas Call 20500 NDX.X 17.1.../ DE000PC4YF00 /
| 2024-09-25 3:24:39 PM |
Chg.+0.17 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 35.85EUR |
+0.48% |
-
Bid Size: - |
-
Ask Size: - |
NASDAQ 100 INDEX |
20,500.00 USD |
2027-12-17 |
Call |
Master data
| WKN: |
PC4YF0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NASDAQ 100 INDEX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20,500.00 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: |
4.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
26.83 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.16 |
| Parity: |
-4.96 |
| Time value: |
35.97 |
| Break-even: |
21,915.37 |
| Moneyness: |
0.97 |
| Premium: |
0.23 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.03% |
| Delta: |
0.66 |
| Theta: |
-1.91 |
| Omega: |
3.25 |
| Rho: |
261.28 |
Quote data
| Open: |
35.53 |
| High: |
35.94 |
| Low: |
35.53 |
| Previous Close: |
35.68 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.75% |
| 1 Month |
|
|
-2.45% |
| 3 Months |
|
|
-11.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
36.17 |
33.27 |
| 1M High / 1M Low: |
36.17 |
28.67 |
| 6M High / 6M Low: |
45.34 |
26.63 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
35.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
33.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
34.84 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.50% |
| Volatility 6M: |
|
62.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
