BNP Paribas Call 24200 NDX.X 20.0.../  DE000PC7UL60  /

EUWAX
10/06/2024  08:57:03 Chg.-0.06 Bid10:05:19 Ask10:05:19 Underlying Strike price Expiration date Option type
7.92EUR -0.75% 7.90
Bid Size: 6,000
7.91
Ask Size: 6,000
NASDAQ 100 INDEX 24,200.00 USD 20/03/2026 Call
 

Master data

WKN: PC7UL6
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NASDAQ 100 INDEX
Type: Warrant
Option type: Call
Strike price: 24,200.00 USD
Maturity: 20/03/2026
Issue date: 08/04/2024
Last trading day: 19/03/2026
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 22.09
Leverage: Yes

Calculated values

Fair value: 3.60
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.14
Parity: -48.23
Time value: 7.98
Break-even: 23,249.48
Moneyness: 0.79
Premium: 0.32
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 0.13%
Delta: 0.30
Theta: -1.74
Omega: 6.67
Rho: 80.32
 

Quote data

Open: 7.92
High: 7.92
Low: 7.92
Previous Close: 7.98
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.66%
1 Month  
+31.13%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.98 6.51
1M High / 1M Low: 7.98 6.03
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   7.26
Avg. volume 1W:   0.00
Avg. price 1M:   7.04
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   92.67%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -