BNP Paribas Call 25200 NDX.X 18.1.../  DE000PC7UR15  /

EUWAX
2024-06-20  5:20:02 PM Chg.-0.03 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
15.60EUR -0.19% -
Bid Size: -
-
Ask Size: -
NASDAQ 100 INDEX 25,200.00 USD 2026-12-18 Call
 

Master data

WKN: PC7UR1
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NASDAQ 100 INDEX
Type: Warrant
Option type: Call
Strike price: 25,200.00 USD
Maturity: 2026-12-18
Issue date: 2024-04-08
Last trading day: 2026-12-17
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 11.87
Leverage: Yes

Calculated values

Fair value: 7.22
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.14
Parity: -49.23
Time value: 15.61
Break-even: 25,009.30
Moneyness: 0.79
Premium: 0.35
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 0.06%
Delta: 0.41
Theta: -1.97
Omega: 4.81
Rho: 148.34
 

Quote data

Open: 15.97
High: 16.03
Low: 15.36
Previous Close: 15.63
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.88%
1 Month  
+36.60%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 15.63 13.82
1M High / 1M Low: 15.63 9.74
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   14.71
Avg. volume 1W:   0.00
Avg. price 1M:   12.31
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   73.10%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -