BNP Paribas Call 25500 NDX.X 17.12.2027
/ DE000PC9YK81
BNP Paribas Call 25500 NDX.X 17.1.../ DE000PC9YK81 /
| 9/20/2024 9:20:15 PM |
Chg.-0.370 |
Bid9:59:18 PM |
Ask9:59:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 17.930EUR |
-2.02% |
18.010
Bid Size: 4,000 |
18.020
Ask Size: 4,000 |
NASDAQ 100 INDEX |
25,500.00 USD |
12/17/2027 |
Call |
Master data
| WKN: |
PC9YK8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NASDAQ 100 INDEX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25,500.00 USD |
| Maturity: |
12/17/2027 |
| Issue date: |
5/16/2024 |
| Last trading day: |
12/16/2027 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
9.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.46 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.16 |
| Parity: |
-51.14 |
| Time value: |
18.04 |
| Break-even: |
24,646.81 |
| Moneyness: |
0.78 |
| Premium: |
0.39 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.06% |
| Delta: |
0.43 |
| Theta: |
-1.71 |
| Omega: |
4.26 |
| Rho: |
190.37 |
Quote data
| Open: |
18.150 |
| High: |
18.150 |
| Low: |
17.660 |
| Previous Close: |
18.300 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.73% |
| 1 Month |
|
|
-0.66% |
| 3 Months |
|
|
-20.70% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
18.300 |
16.480 |
| 1M High / 1M Low: |
18.300 |
13.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
17.184 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
16.550 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
