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

EUWAX
2024-05-28  8:54:55 AM Chg.+0.02 Bid2:05:15 PM Ask2:05:15 PM Underlying Strike price Expiration date Option type
7.19EUR +0.28% 7.16
Bid Size: 6,000
7.17
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: 23.92
Leverage: Yes

Calculated values

Fair value: 3.18
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.14
Parity: -51.48
Time value: 7.24
Break-even: 23,188.98
Moneyness: 0.77
Premium: 0.34
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 0.14%
Delta: 0.28
Theta: -1.64
Omega: 6.78
Rho: 75.81
 

Quote data

Open: 7.19
High: 7.19
Low: 7.19
Previous Close: 7.17
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.05%
1 Month  
+31.69%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.22 6.78
1M High / 1M Low: 7.22 4.75
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   7.07
Avg. volume 1W:   0.00
Avg. price 1M:   6.13
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   79.58%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -