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

Frankfurt Zert./BNP
5/31/2024  9:20:21 PM Chg.-0.580 Bid9:59:50 PM Ask9:59:50 PM Underlying Strike price Expiration date Option type
4.090EUR -12.42% 4.420
Bid Size: 7,000
4.430
Ask Size: 7,000
NASDAQ 100 INDEX 24,400.00 USD 12/19/2025 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: 12/19/2025
Issue date: 4/8/2024
Last trading day: 12/18/2025
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 38.57
Leverage: Yes

Calculated values

Fair value: 1.88
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.14
Parity: -54.05
Time value: 4.43
Break-even: 22,934.59
Moneyness: 0.76
Premium: 0.34
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 0.23%
Delta: 0.21
Theta: -1.37
Omega: 8.25
Rho: 49.80
 

Quote data

Open: 4.510
High: 4.590
Low: 3.940
Previous Close: 4.670
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -19.65%
1 Month  
+18.55%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.210 4.090
1M High / 1M Low: 5.210 3.450
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.874
Avg. volume 1W:   0.000
Avg. price 1M:   4.499
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   89.76%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -