BNP Paribas Call 24400 NDX.X 20.03.2026
/ DE000PC7UL29
BNP Paribas Call 24400 NDX.X 20.0.../ DE000PC7UL29 /
2024-06-10 12:20:58 PM |
Chg.+0.020 |
Bid12:30:43 PM |
Ask12:30:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
7.510EUR |
+0.27% |
7.530 Bid Size: 6,000 |
7.540 Ask Size: 6,000 |
NASDAQ 100 INDEX |
24,400.00 USD |
2026-03-20 |
Call |
Master data
WKN: |
PC7UL2 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
NASDAQ 100 INDEX |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
24,400.00 USD |
Maturity: |
2026-03-20 |
Issue date: |
2024-04-08 |
Last trading day: |
2026-03-19 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
23.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.34 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.20 |
Historic volatility: |
0.14 |
Parity: |
-50.09 |
Time value: |
7.54 |
Break-even: |
23,391.03 |
Moneyness: |
0.78 |
Premium: |
0.33 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.01 |
Spread %: |
0.13% |
Delta: |
0.29 |
Theta: |
-1.69 |
Omega: |
6.78 |
Rho: |
77.40 |
Quote data
Open: |
7.520 |
High: |
7.520 |
Low: |
7.450 |
Previous Close: |
7.490 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+22.91% |
1 Month |
|
|
+30.61% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.490 |
6.110 |
1M High / 1M Low: |
7.490 |
5.750 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.900 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.649 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
91.89% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |