BNP Paribas Call 24500 NDX.X 17.12.2027
/ DE000PC7UTL8
BNP Paribas Call 24500 NDX.X 17.1.../ DE000PC7UTL8 /
| 2024-05-28 8:20:52 AM |
Chg.-0.210 |
Bid8:49:38 AM |
Ask8:49:38 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 21.750EUR |
-0.96% |
21.870
Bid Size: 3,000 |
21.880
Ask Size: 3,000 |
NASDAQ 100 INDEX |
24,500.00 USD |
2027-12-17 |
Call |
Master data
| WKN: |
PC7UTL |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NASDAQ 100 INDEX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24,500.00 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: |
7.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.41 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.14 |
| Parity: |
-52.47 |
| Time value: |
21.69 |
| Break-even: |
24,756.83 |
| Moneyness: |
0.77 |
| Premium: |
0.43 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.05% |
| Delta: |
0.47 |
| Theta: |
-1.79 |
| Omega: |
3.76 |
| Rho: |
213.39 |
Quote data
| Open: |
21.750 |
| High: |
21.750 |
| Low: |
21.750 |
| Previous Close: |
21.960 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.47% |
| 1 Month |
|
|
+20.70% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
21.960 |
20.860 |
| 1M High / 1M Low: |
21.960 |
16.670 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
21.300 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
19.549 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
40.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
