BNP Paribas Call 25500 NDX.X 19.03.2027
/ DE000PC9YK57
BNP Paribas Call 25500 NDX.X 19.0.../ DE000PC9YK57 /
| 2024-06-20 3:21:11 PM |
Chg.+0.180 |
Bid3:44:42 PM |
Ask3:44:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 17.140EUR |
+1.06% |
17.110
Bid Size: 4,000 |
17.120
Ask Size: 4,000 |
NASDAQ 100 INDEX |
25,500.00 USD |
2027-03-19 |
Call |
Master data
| WKN: |
PC9YK5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NASDAQ 100 INDEX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25,500.00 USD |
| Maturity: |
2027-03-19 |
| Issue date: |
2024-05-16 |
| Last trading day: |
2027-03-18 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
10.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.80 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.14 |
| Parity: |
-52.02 |
| Time value: |
16.95 |
| Break-even: |
25,422.44 |
| Moneyness: |
0.78 |
| Premium: |
0.37 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
0.06% |
| Delta: |
0.42 |
| Theta: |
-1.93 |
| Omega: |
4.54 |
| Rho: |
164.67 |
Quote data
| Open: |
17.330 |
| High: |
17.420 |
| Low: |
17.140 |
| Previous Close: |
16.960 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.32% |
| 1 Month |
|
|
+34.85% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
17.000 |
15.260 |
| 1M High / 1M Low: |
17.000 |
11.040 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
16.336 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
13.603 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
