BNP Paribas Call 7100 S&P 500 Index 17.09.2027
/ DE000PC7T039
BNP Paribas Call 7100 S&P 500 Ind.../ DE000PC7T039 /
| 2024-06-20 10:20:55 AM |
Chg.+0.100 |
Bid11:04:39 AM |
Ask11:04:39 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.600EUR |
+2.86% |
3.600
Bid Size: 28,000 |
3.610
Ask Size: 28,000 |
- |
7,100.00 - |
2027-09-17 |
Call |
Master data
| WKN: |
PC7T03 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7,100.00 - |
| Maturity: |
2027-09-17 |
| Issue date: |
2024-04-08 |
| Last trading day: |
2027-09-16 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
15.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.65 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.11 |
| Parity: |
-16.13 |
| Time value: |
3.50 |
| Break-even: |
7,450.00 |
| Moneyness: |
0.77 |
| Premium: |
0.36 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.29% |
| Delta: |
0.37 |
| Theta: |
-0.42 |
| Omega: |
5.79 |
| Rho: |
54.38 |
Quote data
| Open: |
3.580 |
| High: |
3.600 |
| Low: |
3.580 |
| Previous Close: |
3.500 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.11% |
| 1 Month |
|
|
+18.03% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.500 |
3.230 |
| 1M High / 1M Low: |
3.500 |
2.620 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.384 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.041 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
