BNP Paribas Call 24250 NDX.X 20.0.../  DE000PC7UL52  /

EUWAX
5/31/2024  5:24:48 PM Chg.-0.91 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
5.95EUR -13.27% -
Bid Size: -
-
Ask Size: -
NASDAQ 100 INDEX 24,250.00 USD 3/20/2026 Call
 

Master data

WKN: PC7UL5
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NASDAQ 100 INDEX
Type: Warrant
Option type: Call
Strike price: 24,250.00 USD
Maturity: 3/20/2026
Issue date: 4/8/2024
Last trading day: 3/19/2026
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 26.45
Leverage: Yes

Calculated values

Fair value: 2.81
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.14
Parity: -52.66
Time value: 6.46
Break-even: 22,999.32
Moneyness: 0.76
Premium: 0.35
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 0.16%
Delta: 0.27
Theta: -1.53
Omega: 7.04
Rho: 70.18
 

Quote data

Open: 6.54
High: 6.64
Low: 5.95
Previous Close: 6.86
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.35%
1 Month  
+20.20%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.51 5.95
1M High / 1M Low: 7.51 4.95
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   7.05
Avg. volume 1W:   0.00
Avg. price 1M:   6.55
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   86.66%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -