BNP Paribas Call 24300 NDX.X 20.0.../  DE000PC7UL45  /

Frankfurt Zert./BNP
2024-05-17  9:20:17 PM Chg.-0.140 Bid9:59:27 PM Ask9:59:27 PM Underlying Strike price Expiration date Option type
6.690EUR -2.05% 6.690
Bid Size: 6,000
6.700
Ask Size: 6,000
NASDAQ 100 INDEX 24,300.00 USD 2026-03-20 Call
 

Master data

WKN: PC7UL4
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NASDAQ 100 INDEX
Type: Warrant
Option type: Call
Strike price: 24,300.00 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: 25.47
Leverage: Yes

Calculated values

Fair value: 3.12
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.15
Parity: -52.94
Time value: 6.70
Break-even: 23,027.68
Moneyness: 0.76
Premium: 0.35
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 0.15%
Delta: 0.27
Theta: -1.55
Omega: 6.91
Rho: 72.80
 

Quote data

Open: 6.800
High: 6.830
Low: 6.580
Previous Close: 6.830
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+13.01%
1 Month  
+37.65%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.830 5.960
1M High / 1M Low: 6.830 4.860
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   6.470
Avg. volume 1W:   0.000
Avg. price 1M:   5.721
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   72.88%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -