BNP Paribas Call 24450 NDX.X 20.0.../  DE000PC7UL11  /

Frankfurt Zert./BNP
2024-05-17  9:20:19 PM Chg.-0.140 Bid9:59:45 PM Ask9:59:45 PM Underlying Strike price Expiration date Option type
6.420EUR -2.13% 6.420
Bid Size: 6,000
6.430
Ask Size: 6,000
NASDAQ 100 INDEX 24,450.00 USD 2026-03-20 Call
 

Master data

WKN: PC7UL1
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NASDAQ 100 INDEX
Type: Warrant
Option type: Call
Strike price: 24,450.00 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: 26.54
Leverage: Yes

Calculated values

Fair value: 2.95
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.15
Parity: -54.32
Time value: 6.43
Break-even: 23,138.69
Moneyness: 0.76
Premium: 0.36
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 0.16%
Delta: 0.26
Theta: -1.52
Omega: 6.99
Rho: 70.75
 

Quote data

Open: 6.530
High: 6.560
Low: 6.310
Previous Close: 6.560
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+13.23%
1 Month  
+37.47%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.560 5.720
1M High / 1M Low: 6.560 4.670
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   6.210
Avg. volume 1W:   0.000
Avg. price 1M:   5.495
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   73.25%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -