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

Frankfurt Zert./BNP
2024-05-17  9:20:19 PM Chg.-0.100 Bid9:59:12 PM Ask9:59:12 PM Underlying Strike price Expiration date Option type
4.700EUR -2.08% 4.680
Bid Size: 7,000
4.690
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: 36.38
Leverage: Yes

Calculated values

Fair value: 2.19
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.15
Parity: -53.86
Time value: 4.69
Break-even: 22,918.68
Moneyness: 0.76
Premium: 0.34
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 0.21%
Delta: 0.22
Theta: -1.40
Omega: 8.07
Rho: 52.71
 

Quote data

Open: 4.780
High: 4.810
Low: 4.620
Previous Close: 4.800
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+15.76%
1 Month  
+37.03%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.800 4.110
1M High / 1M Low: 4.800 3.430
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.510
Avg. volume 1W:   0.000
Avg. price 1M:   3.984
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   83.48%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -