BNP Paribas Call 24500 NDX.X 17.1.../  DE000PC7UTL8  /

Frankfurt Zert./BNP
2024-05-27  6:21:04 PM Chg.+0.280 Bid6:59:05 PM Ask6:59:05 PM Underlying Strike price Expiration date Option type
21.960EUR +1.29% -
Bid Size: -
-
Ask Size: -
NASDAQ 100 INDEX 24,500.00 USD 2027-12-17 Call
 

Master data

WKN: PC7UTL
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NASDAQ 100 INDEX
Type: Warrant
Option type: Call
Strike price: 24,500.00 USD
Maturity: 2027-12-17
Issue date: 2024-04-08
Last trading day: 2027-12-16
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 7.99
Leverage: Yes

Calculated values

Fair value: 10.41
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.14
Parity: -52.47
Time value: 21.69
Break-even: 24,756.83
Moneyness: 0.77
Premium: 0.43
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 0.05%
Delta: 0.47
Theta: -1.79
Omega: 3.76
Rho: 213.39
 

Quote data

Open: 21.640
High: 21.960
Low: 21.640
Previous Close: 21.680
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+4.22%
1 Month  
+21.86%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 21.680 20.860
1M High / 1M Low: 21.680 16.670
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   21.122
Avg. volume 1W:   0.000
Avg. price 1M:   19.422
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   41.80%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -