BNP Paribas Call 24050 NDX.X 19.1.../  DE000PC6Z7U6  /

EUWAX
2024-05-31  5:24:56 PM Chg.-0.74 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
4.56EUR -13.96% -
Bid Size: -
-
Ask Size: -
NASDAQ 100 INDEX 24,050.00 USD 2025-12-19 Call
 

Master data

WKN: PC6Z7U
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NASDAQ 100 INDEX
Type: Warrant
Option type: Call
Strike price: 24,050.00 USD
Maturity: 2025-12-19
Issue date: 2024-03-21
Last trading day: 2025-12-18
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 34.38
Leverage: Yes

Calculated values

Fair value: 2.20
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.14
Parity: -50.82
Time value: 4.97
Break-even: 22,665.96
Moneyness: 0.77
Premium: 0.33
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 0.20%
Delta: 0.23
Theta: -1.46
Omega: 8.03
Rho: 54.13
 

Quote data

Open: 5.05
High: 5.15
Low: 4.56
Previous Close: 5.30
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.97%
1 Month  
+20.95%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.87 4.56
1M High / 1M Low: 5.87 3.77
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   5.46
Avg. volume 1W:   0.00
Avg. price 1M:   5.05
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   91.24%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -