BNP Paribas Call 24500 NDX.X 18.1.../  DE000PC7UR49  /

Frankfurt Zert./BNP
2024-05-27  6:21:03 PM Chg.+0.200 Bid6:59:06 PM Ask6:59:06 PM Underlying Strike price Expiration date Option type
13.680EUR +1.48% -
Bid Size: -
-
Ask Size: -
NASDAQ 100 INDEX 24,500.00 USD 2026-12-18 Call
 

Master data

WKN: PC7UR4
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NASDAQ 100 INDEX
Type: Warrant
Option type: Call
Strike price: 24,500.00 USD
Maturity: 2026-12-18
Issue date: 2024-04-08
Last trading day: 2026-12-17
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 12.86
Leverage: Yes

Calculated values

Fair value: 6.03
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.14
Parity: -52.47
Time value: 13.48
Break-even: 23,935.83
Moneyness: 0.77
Premium: 0.38
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 0.07%
Delta: 0.38
Theta: -1.79
Omega: 4.91
Rho: 135.14
 

Quote data

Open: 13.440
High: 13.680
Low: 13.440
Previous Close: 13.480
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+4.99%
1 Month  
+28.45%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 13.480 12.840
1M High / 1M Low: 13.480 9.670
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   13.056
Avg. volume 1W:   0.000
Avg. price 1M:   11.761
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   54.69%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -