BNP Paribas Call 25200 NDX.X 17.09.2027
/ DE000PC7US30
BNP Paribas Call 25200 NDX.X 17.0.../ DE000PC7US30 /
| 2024-06-20 2:15:24 PM |
Chg.+0.30 |
Bid2:21:55 PM |
Ask2:21:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 22.41EUR |
+1.36% |
22.41
Bid Size: 3,000 |
22.42
Ask Size: 3,000 |
NASDAQ 100 INDEX |
25,200.00 USD |
2027-09-17 |
Call |
Master data
| WKN: |
PC7US3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NASDAQ 100 INDEX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25,200.00 USD |
| Maturity: |
2027-09-17 |
| Issue date: |
2024-04-08 |
| Last trading day: |
2027-09-16 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
8.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.83 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.14 |
| Parity: |
-49.23 |
| Time value: |
22.08 |
| Break-even: |
25,656.30 |
| Moneyness: |
0.79 |
| Premium: |
0.38 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.05% |
| Delta: |
0.47 |
| Theta: |
-1.94 |
| Omega: |
3.94 |
| Rho: |
210.37 |
Quote data
| Open: |
22.52 |
| High: |
22.58 |
| Low: |
22.41 |
| Previous Close: |
22.11 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.77% |
| 1 Month |
|
|
+30.06% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
22.11 |
20.05 |
| 1M High / 1M Low: |
22.11 |
15.12 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
21.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
18.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
59.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
