BNP Paribas Call 24400 NDX.X 19.1.../  DE000PC7ULX0  /

Frankfurt Zert./BNP
2024-05-28  1:20:44 PM Chg.-0.070 Bid2:18:28 PM Ask2:18:28 PM Underlying Strike price Expiration date Option type
5.140EUR -1.34% 5.150
Bid Size: 7,000
5.160
Ask Size: 7,000
NASDAQ 100 INDEX 24,400.00 USD 2025-12-19 Call
 

Master data

WKN: PC7ULX
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NASDAQ 100 INDEX
Type: Warrant
Option type: Call
Strike price: 24,400.00 USD
Maturity: 2025-12-19
Issue date: 2024-04-08
Last trading day: 2025-12-18
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 33.11
Leverage: Yes

Calculated values

Fair value: 2.32
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.14
Parity: -51.48
Time value: 5.23
Break-even: 22,987.98
Moneyness: 0.77
Premium: 0.33
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 0.19%
Delta: 0.24
Theta: -1.51
Omega: 7.89
Rho: 56.32
 

Quote data

Open: 5.130
High: 5.260
Low: 5.130
Previous Close: 5.210
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+4.26%
1 Month  
+27.54%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.210 4.740
1M High / 1M Low: 5.210 3.450
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.966
Avg. volume 1W:   0.000
Avg. price 1M:   4.376
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   77.61%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -