BNP Paribas Call 24500 NDX.X 17.0.../  DE000PC7US63  /

Frankfurt Zert./BNP
2024-05-17  9:20:17 PM Chg.-0.230 Bid9:59:45 PM Ask9:59:45 PM Underlying Strike price Expiration date Option type
18.340EUR -1.24% 18.390
Bid Size: 4,000
18.400
Ask Size: 4,000
NASDAQ 100 INDEX 24,500.00 USD 2027-09-17 Call
 

Master data

WKN: PC7US6
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NASDAQ 100 INDEX
Type: Warrant
Option type: Call
Strike price: 24,500.00 USD
Maturity: 2027-09-17
Issue date: 2024-04-08
Last trading day: 2027-09-16
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 9.27
Leverage: Yes

Calculated values

Fair value: 8.85
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.15
Parity: -54.78
Time value: 18.40
Break-even: 24,381.69
Moneyness: 0.76
Premium: 0.43
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 0.05%
Delta: 0.44
Theta: -1.74
Omega: 4.06
Rho: 187.82
 

Quote data

Open: 18.470
High: 18.550
Low: 17.840
Previous Close: 18.570
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+6.81%
1 Month  
+27.80%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 18.570 17.170
1M High / 1M Low: 18.570 14.350
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   17.964
Avg. volume 1W:   0.000
Avg. price 1M:   16.442
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   45.94%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -