BNP Paribas Call 25500 NDX.X 17.09.2027
/ DE000PC9YK73
BNP Paribas Call 25500 NDX.X 17.0.../ DE000PC9YK73 /
| 2024-06-20 9:20:15 PM |
Chg.-0.840 |
Bid9:59:06 PM |
Ask9:59:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 20.400EUR |
-3.95% |
20.470
Bid Size: 3,000 |
20.480
Ask Size: 3,000 |
NASDAQ 100 INDEX |
25,500.00 USD |
2027-09-17 |
Call |
Master data
| WKN: |
PC9YK7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NASDAQ 100 INDEX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25,500.00 USD |
| Maturity: |
2027-09-17 |
| Issue date: |
2024-05-16 |
| Last trading day: |
2027-09-16 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
8.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.14 |
| Parity: |
-52.02 |
| Time value: |
21.23 |
| Break-even: |
25,850.44 |
| Moneyness: |
0.78 |
| Premium: |
0.40 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.05% |
| Delta: |
0.46 |
| Theta: |
-1.92 |
| Omega: |
3.99 |
| Rho: |
205.97 |
Quote data
| Open: |
21.660 |
| High: |
21.750 |
| Low: |
20.400 |
| Previous Close: |
21.240 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.15% |
| 1 Month |
|
|
+23.19% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
21.300 |
19.400 |
| 1M High / 1M Low: |
21.300 |
14.660 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
20.562 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
17.540 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
