BNP Paribas Call 24500 NDX.X 18.0.../  DE000PC7URR9  /

EUWAX
2024-06-10  5:18:05 PM Chg.+0.23 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
11.86EUR +1.98% -
Bid Size: -
-
Ask Size: -
NASDAQ 100 INDEX 24,500.00 USD 2026-09-18 Call
 

Master data

WKN: PC7URR
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NASDAQ 100 INDEX
Type: Warrant
Option type: Call
Strike price: 24,500.00 USD
Maturity: 2026-09-18
Issue date: 2024-04-08
Last trading day: 2026-09-17
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 15.17
Leverage: Yes

Calculated values

Fair value: 5.17
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.14
Parity: -51.02
Time value: 11.62
Break-even: 23,891.80
Moneyness: 0.78
Premium: 0.36
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 0.09%
Delta: 0.36
Theta: -1.79
Omega: 5.41
Rho: 116.54
 

Quote data

Open: 11.57
High: 11.86
Low: 11.54
Previous Close: 11.63
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+19.80%
1 Month  
+25.90%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.63 9.90
1M High / 1M Low: 11.63 9.23
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   10.77
Avg. volume 1W:   0.00
Avg. price 1M:   10.59
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   82.95%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -