BNP Paribas Call 20800 NDX.X 17.12.2027
/ DE000PC4YF18
BNP Paribas Call 20800 NDX.X 17.1.../ DE000PC4YF18 /
| 2024-09-25 3:24:39 PM |
Chg.+0.17 |
Bid6:24:11 PM |
Ask6:24:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 34.55EUR |
+0.49% |
35.12
Bid Size: 4,000 |
35.13
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: |
5.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
25.51 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.16 |
| Parity: |
-7.64 |
| Time value: |
34.67 |
| Break-even: |
22,053.45 |
| Moneyness: |
0.96 |
| Premium: |
0.24 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.03% |
| Delta: |
0.64 |
| Theta: |
-1.92 |
| Omega: |
3.31 |
| Rho: |
258.07 |
Quote data
| Open: |
34.25 |
| High: |
34.64 |
| Low: |
34.25 |
| Previous Close: |
34.38 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.94% |
| 1 Month |
|
|
-2.54% |
| 3 Months |
|
|
-11.36% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
34.86 |
32.01 |
| 1M High / 1M Low: |
34.86 |
27.50 |
| 6M High / 6M Low: |
43.93 |
25.59 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
33.81 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
31.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
33.60 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.95% |
| Volatility 6M: |
|
62.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
