BNP Paribas Call 24300 NDX.X 20.0.../  DE000PC7UL45  /

Frankfurt Zert./BNP
6/10/2024  8:20:36 PM Chg.+0.140 Bid8:39:51 PM Ask8:39:51 PM Underlying Strike price Expiration date Option type
7.830EUR +1.82% 7.870
Bid Size: 6,000
7.880
Ask Size: 6,000
NASDAQ 100 INDEX 24,300.00 USD 3/20/2026 Call
 

Master data

WKN: PC7UL4
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NASDAQ 100 INDEX
Type: Warrant
Option type: Call
Strike price: 24,300.00 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: 22.78
Leverage: Yes

Calculated values

Fair value: 3.47
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.14
Parity: -49.16
Time value: 7.74
Break-even: 23,318.25
Moneyness: 0.78
Premium: 0.32
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 0.13%
Delta: 0.30
Theta: -1.71
Omega: 6.73
Rho: 78.79
 

Quote data

Open: 7.730
High: 8.040
Low: 7.650
Previous Close: 7.690
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+24.48%
1 Month  
+32.26%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.690 6.290
1M High / 1M Low: 7.690 5.920
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   7.094
Avg. volume 1W:   0.000
Avg. price 1M:   6.833
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   91.18%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -