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

EUWAX
2024-05-27  5:19:38 PM Chg.0.00 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
5.16EUR 0.00% -
Bid Size: -
-
Ask Size: -
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: 34.00
Leverage: Yes

Calculated values

Fair value: 2.35
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.14
Parity: -51.55
Time value: 5.10
Break-even: 23,005.63
Moneyness: 0.77
Premium: 0.33
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 0.20%
Delta: 0.24
Theta: -1.49
Omega: 8.01
Rho: 55.87
 

Quote data

Open: 5.11
High: 5.16
Low: 5.08
Previous Close: 5.16
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.88%
1 Month  
+30.96%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.21 4.89
1M High / 1M Low: 5.21 3.38
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   5.05
Avg. volume 1W:   0.00
Avg. price 1M:   4.36
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   87.57%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -