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 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
34.55EUR |
+0.49% |
- Bid Size: - |
- Ask Size: - |
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: |
0.00 |
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: |
|
- |