BNP Paribas Call 7000 S&P 500 Index 18.09.2026
/ DE000PC7TZ34
BNP Paribas Call 7000 S&P 500 Ind.../ DE000PC7TZ34 /
| 2024-05-02 8:20:34 PM |
Chg.-0.050 |
Bid9:13:05 PM |
Ask9:13:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.050EUR |
-4.55% |
1.070
Bid Size: 50,000 |
1.080
Ask Size: 50,000 |
- |
7,000.00 - |
2026-09-18 |
Call |
Master data
| WKN: |
PC7TZ3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7,000.00 - |
| Maturity: |
2026-09-18 |
| Issue date: |
2024-04-08 |
| Last trading day: |
2026-09-17 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
46.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.11 |
| Parity: |
-19.82 |
| Time value: |
1.08 |
| Break-even: |
7,108.00 |
| Moneyness: |
0.72 |
| Premium: |
0.42 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
0.93% |
| Delta: |
0.18 |
| Theta: |
-0.27 |
| Omega: |
8.59 |
| Rho: |
19.51 |
Quote data
| Open: |
1.060 |
| High: |
1.080 |
| Low: |
1.020 |
| Previous Close: |
1.100 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.25% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.210 |
1.100 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.150 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
