BNP Paribas Call 20800 NDX.X 17.12.2027
/ DE000PC4YF18
BNP Paribas Call 20800 NDX.X 17.1.../ DE000PC4YF18 /
| 2024-06-24 9:20:49 AM |
Chg.-0.040 |
Bid9:59:13 AM |
Ask9:59:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 39.250EUR |
-0.10% |
39.340
Bid Size: 4,000 |
39.350
Ask Size: 4,000 |
NASDAQ 100 INDEX |
20,800.00 USD |
2027-12-17 |
Call |
Master data
| WKN: |
PC4YF1 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NASDAQ 100 INDEX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20,800.00 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: |
4.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
26.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.14 |
| Parity: |
-10.29 |
| Time value: |
39.22 |
| Break-even: |
23,383.44 |
| Moneyness: |
0.95 |
| Premium: |
0.27 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.03% |
| Delta: |
0.65 |
| Theta: |
-2.04 |
| Omega: |
3.05 |
| Rho: |
280.48 |
Quote data
| Open: |
39.310 |
| High: |
39.310 |
| Low: |
39.250 |
| Previous Close: |
39.290 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.42% |
| 1 Month |
|
|
+14.43% |
| 3 Months |
|
|
+20.40% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
40.640 |
39.160 |
| 1M High / 1M Low: |
40.640 |
30.860 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
39.952 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
35.816 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
48.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
