BNP Paribas Call 24800 NDX.X 18.0.../  DE000PC7URQ1  /

Frankfurt Zert./BNP
2024-06-10  3:21:02 PM Chg.-0.050 Bid4:06:16 PM Ask4:06:16 PM Underlying Strike price Expiration date Option type
10.820EUR -0.46% 10.870
Bid Size: 5,000
10.880
Ask Size: 5,000
NASDAQ 100 INDEX 24,800.00 USD 2026-09-18 Call
 

Master data

WKN: PC7URQ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NASDAQ 100 INDEX
Type: Warrant
Option type: Call
Strike price: 24,800.00 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: 16.08
Leverage: Yes

Calculated values

Fair value: 4.71
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.14
Parity: -53.80
Time value: 10.96
Break-even: 24,104.13
Moneyness: 0.77
Premium: 0.37
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 0.09%
Delta: 0.34
Theta: -1.75
Omega: 5.50
Rho: 112.20
 

Quote data

Open: 10.910
High: 10.980
Low: 10.810
Previous Close: 10.870
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+17.48%
1 Month  
+21.85%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.870 9.210
1M High / 1M Low: 10.870 8.770
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   10.134
Avg. volume 1W:   0.000
Avg. price 1M:   9.926
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   76.89%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -