BNP Paribas Call 24150 NDX.X 19.1.../  DE000PC6Z7W2  /

EUWAX
2024-05-31  5:24:56 PM Chg.-0.72 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
4.42EUR -14.01% -
Bid Size: -
-
Ask Size: -
NASDAQ 100 INDEX 24,150.00 USD 2025-12-19 Call
 

Master data

WKN: PC6Z7W
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NASDAQ 100 INDEX
Type: Warrant
Option type: Call
Strike price: 24,150.00 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: 35.52
Leverage: Yes

Calculated values

Fair value: 2.11
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.14
Parity: -51.74
Time value: 4.81
Break-even: 22,742.14
Moneyness: 0.77
Premium: 0.33
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 0.21%
Delta: 0.23
Theta: -1.44
Omega: 8.09
Rho: 52.89
 

Quote data

Open: 4.89
High: 4.98
Low: 4.42
Previous Close: 5.14
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.93%
1 Month  
+21.10%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.69 4.42
1M High / 1M Low: 5.69 3.65
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   5.29
Avg. volume 1W:   0.00
Avg. price 1M:   4.89
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   91.40%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -