BNP Paribas Call 24500 NDX.X 19.03.2027
/ DE000PC7USE5
BNP Paribas Call 24500 NDX.X 19.0.../ DE000PC7USE5 /
| 2024-06-10 3:21:04 PM |
Chg.-0.060 |
Bid4:16:24 PM |
Ask4:16:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 15.680EUR |
-0.38% |
15.770
Bid Size: 4,000 |
15.780
Ask Size: 4,000 |
NASDAQ 100 INDEX |
24,500.00 USD |
2027-03-19 |
Call |
Master data
| WKN: |
PC7USE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NASDAQ 100 INDEX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24,500.00 USD |
| Maturity: |
2027-03-19 |
| Issue date: |
2024-04-08 |
| Last trading day: |
2027-03-18 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
11.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.30 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.14 |
| Parity: |
-51.02 |
| Time value: |
15.83 |
| Break-even: |
24,312.80 |
| Moneyness: |
0.78 |
| Premium: |
0.38 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
0.06% |
| Delta: |
0.41 |
| Theta: |
-1.82 |
| Omega: |
4.57 |
| Rho: |
156.86 |
Quote data
| Open: |
15.790 |
| High: |
15.880 |
| Low: |
15.660 |
| Previous Close: |
15.740 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.45% |
| 1 Month |
|
|
+17.63% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
15.740 |
13.700 |
| 1M High / 1M Low: |
15.740 |
13.170 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
14.816 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
14.617 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
