BNP Paribas Call 24400 NDX.X 20.0.../  DE000PC7UL29  /

Frankfurt Zert./BNP
2024-05-31  9:20:26 PM Chg.-0.700 Bid9:59:50 PM Ask9:59:50 PM Underlying Strike price Expiration date Option type
5.760EUR -10.84% 6.180
Bid Size: 6,000
6.190
Ask Size: 6,000
NASDAQ 100 INDEX 24,400.00 USD 2026-03-20 Call
 

Master data

WKN: PC7UL2
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NASDAQ 100 INDEX
Type: Warrant
Option type: Call
Strike price: 24,400.00 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: 27.60
Leverage: Yes

Calculated values

Fair value: 2.65
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.14
Parity: -54.05
Time value: 6.19
Break-even: 23,110.59
Moneyness: 0.76
Premium: 0.35
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 0.16%
Delta: 0.26
Theta: -1.50
Omega: 7.12
Rho: 68.12
 

Quote data

Open: 6.260
High: 6.370
Low: 5.540
Previous Close: 6.460
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -18.64%
1 Month  
+19.01%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.230 5.760
1M High / 1M Low: 7.230 4.840
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   6.748
Avg. volume 1W:   0.000
Avg. price 1M:   6.274
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   82.00%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -