BNP Paribas Call 24500 NDX.X 17.09.2027
/ DE000PC7US63
BNP Paribas Call 24500 NDX.X 17.0.../ DE000PC7US63 /
| 6/10/2024 7:20:42 PM |
Chg.+0.440 |
Bid7:50:13 PM |
Ask7:50:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 20.270EUR |
+2.22% |
20.370
Bid Size: 4,000 |
20.380
Ask Size: 4,000 |
NASDAQ 100 INDEX |
24,500.00 USD |
9/17/2027 |
Call |
Master data
| WKN: |
PC7US6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NASDAQ 100 INDEX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24,500.00 USD |
| Maturity: |
9/17/2027 |
| Issue date: |
4/8/2024 |
| Last trading day: |
9/16/2027 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
8.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.53 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.14 |
| Parity: |
-51.02 |
| Time value: |
19.94 |
| Break-even: |
24,723.80 |
| Moneyness: |
0.78 |
| Premium: |
0.40 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.05% |
| Delta: |
0.45 |
| Theta: |
-1.82 |
| Omega: |
4.01 |
| Rho: |
196.52 |
Quote data
| Open: |
19.910 |
| High: |
20.500 |
| Low: |
19.770 |
| Previous Close: |
19.830 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.50% |
| 1 Month |
|
|
+18.05% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
19.830 |
17.550 |
| 1M High / 1M Low: |
19.870 |
17.000 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
18.776 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
18.586 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
57.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
