BNP Paribas Call 21000 NDX.X 17.12.2027
/ DE000PC4YF26
BNP Paribas Call 21000 NDX.X 17.1.../ DE000PC4YF26 /
| 25/09/2024 18:21:08 |
Chg.+0.510 |
Bid19:00:31 |
Ask19:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 34.230EUR |
+1.51% |
34.100
Bid Size: 4,000 |
34.110
Ask Size: 4,000 |
NASDAQ 100 INDEX |
21,000.00 USD |
17/12/2027 |
Call |
Master data
| WKN: |
PC4YF2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NASDAQ 100 INDEX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
21,000.00 USD |
| Maturity: |
17/12/2027 |
| Issue date: |
09/02/2024 |
| Last trading day: |
16/12/2027 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
5.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
24.66 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.16 |
| Parity: |
-9.43 |
| Time value: |
33.83 |
| Break-even: |
22,148.16 |
| Moneyness: |
0.95 |
| Premium: |
0.24 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.03% |
| Delta: |
0.63 |
| Theta: |
-1.92 |
| Omega: |
3.34 |
| Rho: |
255.82 |
Quote data
| Open: |
33.410 |
| High: |
34.440 |
| Low: |
33.390 |
| Previous Close: |
33.720 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.64% |
| 1 Month |
|
|
+2.52% |
| 3 Months |
|
|
-10.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
33.720 |
31.220 |
| 1M High / 1M Low: |
33.720 |
26.590 |
| 6M High / 6M Low: |
43.540 |
25.650 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
33.012 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
31.136 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
32.752 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.69% |
| Volatility 6M: |
|
59.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
