BNP Paribas Call 22800 NDX.X 17.12.2027
/ DE000PC4YF91
BNP Paribas Call 22800 NDX.X 17.1.../ DE000PC4YF91 /
| 2024-09-25 6:20:51 PM |
Chg.+0.470 |
Bid6:42:00 PM |
Ask6:42:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 27.170EUR |
+1.76% |
27.190
Bid Size: 4,000 |
27.200
Ask Size: 4,000 |
NASDAQ 100 INDEX |
22,800.00 USD |
2027-12-17 |
Call |
Master data
| WKN: |
PC4YF9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NASDAQ 100 INDEX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22,800.00 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: |
6.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
17.95 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.16 |
| Parity: |
-25.51 |
| Time value: |
26.79 |
| Break-even: |
23,052.61 |
| Moneyness: |
0.87 |
| Premium: |
0.29 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.04% |
| Delta: |
0.56 |
| Theta: |
-1.88 |
| Omega: |
3.70 |
| Rho: |
233.06 |
Quote data
| Open: |
26.480 |
| High: |
27.370 |
| Low: |
26.450 |
| Previous Close: |
26.700 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.99% |
| 1 Month |
|
|
+2.96% |
| 3 Months |
|
|
-12.07% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
26.700 |
24.480 |
| 1M High / 1M Low: |
26.700 |
20.440 |
| 6M High / 6M Low: |
35.770 |
19.930 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
26.076 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
24.435 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
26.151 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.84% |
| Volatility 6M: |
|
65.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
