BNP Paribas Call 24500 NDX.X 17.0.../  DE000PC7USV9  /

EUWAX
2024-06-10  3:13:03 PM Chg.-0.09 Bid3:29:34 PM Ask3:29:34 PM Underlying Strike price Expiration date Option type
17.76EUR -0.50% 17.74
Bid Size: 1,000
17.75
Ask Size: 1,000
NASDAQ 100 INDEX 24,500.00 USD 2027-06-17 Call
 

Master data

WKN: PC7USV
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NASDAQ 100 INDEX
Type: Warrant
Option type: Call
Strike price: 24,500.00 USD
Maturity: 2027-06-17
Issue date: 2024-04-08
Last trading day: 2027-06-16
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 9.87
Leverage: Yes

Calculated values

Fair value: 8.39
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.14
Parity: -51.02
Time value: 17.86
Break-even: 24,515.80
Moneyness: 0.78
Premium: 0.39
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 0.06%
Delta: 0.43
Theta: -1.82
Omega: 4.27
Rho: 176.57
 

Quote data

Open: 17.79
High: 17.86
Low: 17.76
Previous Close: 17.85
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.91%
1 Month  
+17.07%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 17.85 15.68
1M High / 1M Low: 17.85 14.85
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   16.75
Avg. volume 1W:   0.00
Avg. price 1M:   16.61
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   69.13%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -