BNP Paribas Call 7100 S&P 500 Index 18.12.2026
/ DE000PC7T0A0
BNP Paribas Call 7100 S&P 500 Ind.../ DE000PC7T0A0 /
| 20/06/2024 08:57:50 |
Chg.+0.05 |
Bid10:33:26 |
Ask10:33:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.04EUR |
+2.51% |
2.06
Bid Size: 35,000 |
2.07
Ask Size: 35,000 |
- |
7,100.00 - |
18/12/2026 |
Call |
Master data
| WKN: |
PC7T0A |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7,100.00 - |
| Maturity: |
18/12/2026 |
| Issue date: |
08/04/2024 |
| Last trading day: |
17/12/2026 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
27.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.11 |
| Parity: |
-16.13 |
| Time value: |
1.99 |
| Break-even: |
7,299.00 |
| Moneyness: |
0.77 |
| Premium: |
0.33 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
0.51% |
| Delta: |
0.28 |
| Theta: |
-0.37 |
| Omega: |
7.67 |
| Rho: |
33.11 |
Quote data
| Open: |
2.04 |
| High: |
2.04 |
| Low: |
2.04 |
| Previous Close: |
1.99 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.87% |
| 1 Month |
|
|
+20.71% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.99 |
1.81 |
| 1M High / 1M Low: |
1.99 |
1.38 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.89 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.66 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
