BNP Paribas Call 24400 NDX.X 19.1.../  DE000PC7ULX0  /

Frankfurt Zert./BNP
2024-06-10  10:20:36 AM Chg.+0.010 Bid11:06:24 AM Ask11:06:24 AM Underlying Strike price Expiration date Option type
5.510EUR +0.18% 5.480
Bid Size: 7,000
5.490
Ask Size: 7,000
NASDAQ 100 INDEX 24,400.00 USD 2025-12-19 Call
 

Master data

WKN: PC7ULX
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NASDAQ 100 INDEX
Type: Warrant
Option type: Call
Strike price: 24,400.00 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: 31.59
Leverage: Yes

Calculated values

Fair value: 2.44
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.14
Parity: -50.09
Time value: 5.58
Break-even: 23,195.03
Moneyness: 0.78
Premium: 0.32
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 0.18%
Delta: 0.25
Theta: -1.59
Omega: 7.82
Rho: 58.05
 

Quote data

Open: 5.550
High: 5.550
Low: 5.510
Previous Close: 5.500
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+26.09%
1 Month  
+35.71%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.500 4.370
1M High / 1M Low: 5.500 4.060
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   5.030
Avg. volume 1W:   0.000
Avg. price 1M:   4.795
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   102.15%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -