BNP Paribas Call 24500 NDX.X 20.0.../  DE000PC7UL03  /

EUWAX
2024-06-10  5:17:50 PM Chg.+0.13 Bid7:40:17 PM Ask7:40:17 PM Underlying Strike price Expiration date Option type
7.49EUR +1.77% 7.46
Bid Size: 6,000
7.47
Ask Size: 6,000
NASDAQ 100 INDEX 24,500.00 USD 2026-03-20 Call
 

Master data

WKN: PC7UL0
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NASDAQ 100 INDEX
Type: Warrant
Option type: Call
Strike price: 24,500.00 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: 23.95
Leverage: Yes

Calculated values

Fair value: 3.21
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.14
Parity: -51.02
Time value: 7.36
Break-even: 23,465.80
Moneyness: 0.78
Premium: 0.33
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 0.14%
Delta: 0.28
Theta: -1.67
Omega: 6.82
Rho: 76.09
 

Quote data

Open: 7.31
High: 7.49
Low: 7.27
Previous Close: 7.36
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.25%
1 Month  
+34.96%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.36 5.98
1M High / 1M Low: 7.36 5.54
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   6.68
Avg. volume 1W:   0.00
Avg. price 1M:   6.49
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   94.83%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -