BNP Paribas Call 7000 S&P 500 Ind.../  DE000PC7T0B8  /

EUWAX
2024-05-02  8:51:29 AM Chg.-0.18 Bid8:42:23 PM Ask8:42:23 PM Underlying Strike price Expiration date Option type
1.40EUR -11.39% 1.40
Bid Size: 44,000
1.41
Ask Size: 44,000
- 7,000.00 - 2026-12-18 Call
 

Master data

WKN: PC7T0B
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 7,000.00 -
Maturity: 2026-12-18
Issue date: 2024-04-08
Last trading day: 2026-12-17
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 35.34
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.11
Parity: -19.82
Time value: 1.42
Break-even: 7,142.00
Moneyness: 0.72
Premium: 0.42
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 0.71%
Delta: 0.22
Theta: -0.30
Omega: 7.71
Rho: 25.07
 

Quote data

Open: 1.40
High: 1.40
Low: 1.40
Previous Close: 1.58
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.76%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.58 1.47
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.55
Avg. volume 1W:   0.00
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:   -