BNP Paribas Call 24450 NDX.X 20.03.2026
/ DE000PC7UL11
BNP Paribas Call 24450 NDX.X 20.0.../ DE000PC7UL11 /
6/10/2024 9:20:36 AM |
Chg.-0.010 |
Bid9:34:32 AM |
Ask9:34:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
7.380EUR |
-0.14% |
7.400 Bid Size: 6,000 |
7.410 Ask Size: 6,000 |
NASDAQ 100 INDEX |
24,450.00 USD |
3/20/2026 |
Call |
Master data
WKN: |
PC7UL1 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
NASDAQ 100 INDEX |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
24,450.00 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: |
23.69 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.28 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.20 |
Historic volatility: |
0.14 |
Parity: |
-50.55 |
Time value: |
7.44 |
Break-even: |
23,427.42 |
Moneyness: |
0.78 |
Premium: |
0.33 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.01 |
Spread %: |
0.13% |
Delta: |
0.29 |
Theta: |
-1.68 |
Omega: |
6.81 |
Rho: |
76.70 |
Quote data
Open: |
7.420 |
High: |
7.420 |
Low: |
7.380 |
Previous Close: |
7.390 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+22.39% |
1 Month |
|
|
+30.16% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.390 |
6.030 |
1M High / 1M Low: |
7.390 |
5.670 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.808 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.559 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
91.59% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |