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

EUWAX
2024-05-27  5:19:42 PM Chg.-0.06 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
13.60EUR -0.44% -
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: 13.50
High: 13.60
Low: 13.46
Previous Close: 13.66
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.78%
1 Month  
+27.70%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 13.69 12.89
1M High / 1M Low: 13.69 9.50
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   13.29
Avg. volume 1W:   0.00
Avg. price 1M:   11.77
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   70.27%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -