BNP Paribas Call 22000 NDX.X 17.01.2025
/ DE000PC4MUD7
BNP Paribas Call 22000 NDX.X 17.0.../ DE000PC4MUD7 /
1/9/2025 3:17:08 PM |
Chg.0.000 |
Bid3:29:54 PM |
Ask3:29:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.150EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
NASDAQ 100 INDEX |
22,000.00 USD |
1/17/2025 |
Call |
Master data
WKN: |
PC4MUD |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
NASDAQ 100 INDEX |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
22,000.00 USD |
Maturity: |
1/17/2025 |
Issue date: |
2/5/2024 |
Last trading day: |
1/16/2025 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
1,026.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.17 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.18 |
Historic volatility: |
0.17 |
Parity: |
-7.94 |
Time value: |
0.20 |
Break-even: |
21,351.57 |
Moneyness: |
0.96 |
Premium: |
0.04 |
Premium p.a.: |
4.89 |
Spread abs.: |
0.03 |
Spread %: |
17.65% |
Delta: |
0.08 |
Theta: |
-5.26 |
Omega: |
83.81 |
Rho: |
0.36 |
Quote data
Open: |
0.160 |
High: |
0.180 |
Low: |
0.150 |
Previous Close: |
0.150 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-48.28% |
1 Month |
|
|
-92.99% |
3 Months |
|
|
-93.24% |
YTD |
|
|
-85.98% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.730 |
0.150 |
1M High / 1M Low: |
5.390 |
0.150 |
6M High / 6M Low: |
6.850 |
0.150 |
High (YTD): |
1/6/2025 |
0.730 |
Low (YTD): |
1/8/2025 |
0.150 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.400 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.961 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.040 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
675.10% |
Volatility 6M: |
|
413.66% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |