BNP Paribas Call 24500 NDX.X 19.1.../  DE000PC7ULW2  /

Frankfurt Zert./BNP
2024-05-17  9:20:19 PM Chg.-0.100 Bid9:59:49 PM Ask9:59:49 PM Underlying Strike price Expiration date Option type
4.550EUR -2.15% 4.530
Bid Size: 7,000
4.540
Ask Size: 7,000
NASDAQ 100 INDEX 24,500.00 USD 2025-12-19 Call
 

Master data

WKN: PC7ULW
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NASDAQ 100 INDEX
Type: Warrant
Option type: Call
Strike price: 24,500.00 USD
Maturity: 2025-12-19
Issue date: 2024-04-08
Last trading day: 2025-12-18
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 37.59
Leverage: Yes

Calculated values

Fair value: 2.09
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.15
Parity: -54.78
Time value: 4.54
Break-even: 22,995.69
Moneyness: 0.76
Premium: 0.35
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 0.22%
Delta: 0.22
Theta: -1.38
Omega: 8.14
Rho: 51.46
 

Quote data

Open: 4.630
High: 4.660
Low: 4.480
Previous Close: 4.650
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+15.78%
1 Month  
+36.64%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.650 3.980
1M High / 1M Low: 4.650 3.330
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.366
Avg. volume 1W:   0.000
Avg. price 1M:   3.861
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   83.50%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -