BNP Paribas Call 24100 NDX.X 20.0.../  DE000PC7UL86  /

Frankfurt Zert./BNP
2024-05-31  9:20:27 PM Chg.-0.750 Bid9:59:50 PM Ask9:59:50 PM Underlying Strike price Expiration date Option type
6.270EUR -10.68% 6.730
Bid Size: 6,000
6.740
Ask Size: 6,000
NASDAQ 100 INDEX 24,100.00 USD 2026-03-20 Call
 

Master data

WKN: PC7UL8
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NASDAQ 100 INDEX
Type: Warrant
Option type: Call
Strike price: 24,100.00 USD
Maturity: 2026-03-20
Issue date: 2024-04-08
Last trading day: 2026-03-19
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 25.54
Leverage: Yes

Calculated values

Fair value: 2.98
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.14
Parity: -51.28
Time value: 6.69
Break-even: 22,884.05
Moneyness: 0.77
Premium: 0.34
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 0.15%
Delta: 0.27
Theta: -1.56
Omega: 6.98
Rho: 72.06
 

Quote data

Open: 6.800
High: 6.930
Low: 6.030
Previous Close: 7.020
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -18.36%
1 Month  
+19.43%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.840 6.270
1M High / 1M Low: 7.840 5.250
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   7.324
Avg. volume 1W:   0.000
Avg. price 1M:   6.808
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   81.14%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -