BNP Paribas Call 24150 NDX.X 20.0.../  DE000PC7UL78  /

Frankfurt Zert./BNP
2024-06-10  9:20:23 PM Chg.+0.300 Bid9:59:48 PM Ask9:59:48 PM Underlying Strike price Expiration date Option type
8.310EUR +3.75% 8.280
Bid Size: 6,000
8.290
Ask Size: 6,000
NASDAQ 100 INDEX 24,150.00 USD 2026-03-20 Call
 

Master data

WKN: PC7UL7
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NASDAQ 100 INDEX
Type: Warrant
Option type: Call
Strike price: 24,150.00 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: 21.84
Leverage: Yes

Calculated values

Fair value: 3.67
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.14
Parity: -47.77
Time value: 8.07
Break-even: 23,212.09
Moneyness: 0.79
Premium: 0.32
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 0.12%
Delta: 0.30
Theta: -1.74
Omega: 6.65
Rho: 80.97
 

Quote data

Open: 8.050
High: 8.370
Low: 7.960
Previous Close: 8.010
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+26.68%
1 Month  
+34.68%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.010 6.560
1M High / 1M Low: 8.010 6.170
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   7.392
Avg. volume 1W:   0.000
Avg. price 1M:   7.118
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   90.42%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -