BNP Paribas Call 24200 NDX.X 18.09.2026
/ DE000PC7URU3
BNP Paribas Call 24200 NDX.X 18.0.../ DE000PC7URU3 /
2024-05-31 5:24:46 PM |
Chg.-1.30 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
9.85EUR |
-11.66% |
- Bid Size: - |
- Ask Size: - |
NASDAQ 100 INDEX |
24,200.00 USD |
2026-09-18 |
Call |
Master data
WKN: |
PC7URU |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
NASDAQ 100 INDEX |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
24,200.00 USD |
Maturity: |
2026-09-18 |
Issue date: |
2024-04-08 |
Last trading day: |
2026-09-17 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
16.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.68 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.14 |
Parity: |
-52.20 |
Time value: |
10.60 |
Break-even: |
23,367.23 |
Moneyness: |
0.77 |
Premium: |
0.37 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.01 |
Spread %: |
0.09% |
Delta: |
0.34 |
Theta: |
-1.69 |
Omega: |
5.53 |
Rho: |
110.28 |
Quote data
Open: |
10.67 |
High: |
10.81 |
Low: |
9.85 |
Previous Close: |
11.15 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-18.73% |
1 Month |
|
|
+18.25% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
12.12 |
9.85 |
1M High / 1M Low: |
12.15 |
8.33 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
11.44 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
10.73 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
77.20% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |