BNP Paribas Call 7100 S&P 500 Index 18.09.2026
/ DE000PC7TZ26
BNP Paribas Call 7100 S&P 500 Ind.../ DE000PC7TZ26 /
| 20/09/2024 21:20:27 |
Chg.-0.070 |
Bid21:59:24 |
Ask21:59:24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.290EUR |
-5.15% |
1.310
Bid Size: 44,000 |
1.320
Ask Size: 44,000 |
- |
7,100.00 - |
18/09/2026 |
Call |
Master data
| WKN: |
PC7TZ2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7,100.00 - |
| Maturity: |
18/09/2026 |
| Issue date: |
08/04/2024 |
| Last trading day: |
17/09/2026 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
43.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.12 |
| Parity: |
-13.97 |
| Time value: |
1.32 |
| Break-even: |
7,232.00 |
| Moneyness: |
0.80 |
| Premium: |
0.27 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
0.76% |
| Delta: |
0.23 |
| Theta: |
-0.33 |
| Omega: |
10.10 |
| Rho: |
23.93 |
Quote data
| Open: |
1.320 |
| High: |
1.330 |
| Low: |
1.280 |
| Previous Close: |
1.360 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.50% |
| 1 Month |
|
|
+2.38% |
| 3 Months |
|
|
-14.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.360 |
1.190 |
| 1M High / 1M Low: |
1.360 |
0.860 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.248 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.154 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
