BNP Paribas Call 24250 NDX.X 20.0.../  DE000PC7UL52  /

Frankfurt Zert./BNP
2024-05-17  9:20:19 PM Chg.-0.150 Bid9:59:43 PM Ask9:59:43 PM Underlying Strike price Expiration date Option type
6.780EUR -2.16% 6.780
Bid Size: 6,000
6.790
Ask Size: 6,000
NASDAQ 100 INDEX 24,250.00 USD 2026-03-20 Call
 

Master data

WKN: PC7UL5
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NASDAQ 100 INDEX
Type: Warrant
Option type: Call
Strike price: 24,250.00 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: 25.13
Leverage: Yes

Calculated values

Fair value: 3.18
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.15
Parity: -52.48
Time value: 6.79
Break-even: 22,990.67
Moneyness: 0.76
Premium: 0.35
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 0.15%
Delta: 0.27
Theta: -1.56
Omega: 6.89
Rho: 73.48
 

Quote data

Open: 6.890
High: 6.930
Low: 6.670
Previous Close: 6.930
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+13.00%
1 Month  
+37.80%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.930 6.050
1M High / 1M Low: 6.930 4.920
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   6.562
Avg. volume 1W:   0.000
Avg. price 1M:   5.801
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   72.86%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -