BNP Paribas Call 7000 S&P 500 Ind.../  DE000PC7TZ34  /

Frankfurt Zert./BNP
17/05/2024  21:20:17 Chg.-0.040 Bid21:59:19 Ask21:59:19 Underlying Strike price Expiration date Option type
1.420EUR -2.74% 1.440
Bid Size: 43,000
1.450
Ask Size: 43,000
- 7,000.00 - 18/09/2026 Call
 

Master data

WKN: PC7TZ3
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 7,000.00 -
Maturity: 18/09/2026
Issue date: 08/04/2024
Last trading day: 17/09/2026
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 36.57
Leverage: Yes

Calculated values

Fair value: 0.69
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.11
Parity: -16.97
Time value: 1.45
Break-even: 7,145.00
Moneyness: 0.76
Premium: 0.35
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 0.69%
Delta: 0.23
Theta: -0.33
Omega: 8.51
Rho: 25.45
 

Quote data

Open: 1.430
High: 1.450
Low: 1.410
Previous Close: 1.460
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+9.23%
1 Month  
+33.96%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.460 1.300
1M High / 1M Low: 1.460 1.060
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.392
Avg. volume 1W:   0.000
Avg. price 1M:   1.229
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   65.99%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -