BNP Paribas Call 22800 NDX.X 17.12.2027
/ DE000PC4YF91
BNP Paribas Call 22800 NDX.X 17.1.../ DE000PC4YF91 /
| 2024-06-21 5:19:55 PM |
Chg.-0.76 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 31.46EUR |
-2.36% |
-
Bid Size: - |
-
Ask Size: - |
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: |
5.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
18.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.14 |
| Parity: |
-28.99 |
| Time value: |
31.15 |
| Break-even: |
24,438.96 |
| Moneyness: |
0.86 |
| Premium: |
0.33 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.03% |
| Delta: |
0.57 |
| Theta: |
-2.00 |
| Omega: |
3.38 |
| Rho: |
258.12 |
Quote data
| Open: |
31.43 |
| High: |
31.46 |
| Low: |
31.02 |
| Previous Close: |
32.22 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.45% |
| 1 Month |
|
|
+16.00% |
| 3 Months |
|
|
+21.99% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
32.30 |
31.01 |
| 1M High / 1M Low: |
32.30 |
23.49 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
31.74 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
28.11 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
53.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
