BNP Paribas Call 24200 NDX.X 17.12.2027
/ DE000PC7UTM6
BNP Paribas Call 24200 NDX.X 17.1.../ DE000PC7UTM6 /
| 2024-05-31 9:20:27 PM |
Chg.-1.350 |
Bid9:59:44 PM |
Ask9:59:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 19.730EUR |
-6.40% |
20.550
Bid Size: 4,000 |
20.560
Ask Size: 4,000 |
NASDAQ 100 INDEX |
24,200.00 USD |
2027-12-17 |
Call |
Master data
| WKN: |
PC7UTM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NASDAQ 100 INDEX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24,200.00 USD |
| Maturity: |
2027-12-17 |
| Issue date: |
2024-04-08 |
| Last trading day: |
2027-12-16 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
8.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.87 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.14 |
| Parity: |
-52.20 |
| Time value: |
20.57 |
| Break-even: |
24,364.23 |
| Moneyness: |
0.77 |
| Premium: |
0.43 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.05% |
| Delta: |
0.46 |
| Theta: |
-1.73 |
| Omega: |
3.85 |
| Rho: |
207.49 |
Quote data
| Open: |
20.680 |
| High: |
20.830 |
| Low: |
19.180 |
| Previous Close: |
21.080 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.43% |
| 1 Month |
|
|
+13.65% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
22.820 |
19.730 |
| 1M High / 1M Low: |
22.820 |
17.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
21.664 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
20.702 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
49.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
