BNP Paribas Call 7200 S&P 500 Ind.../  DE000PC7T0U8  /

Frankfurt Zert./BNP
2024-09-19  9:20:21 PM Chg.+0.220 Bid9:59:19 PM Ask9:59:19 PM Underlying Strike price Expiration date Option type
2.520EUR +9.57% -
Bid Size: -
-
Ask Size: -
- 7,200.00 - 2027-06-17 Call
 

Master data

WKN: PC7T0U
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 7,200.00 -
Maturity: 2027-06-17
Issue date: 2024-04-08
Last trading day: 2027-06-16
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 25.08
Leverage: Yes

Calculated values

Fair value: 1.63
Intrinsic value: 0.00
Implied volatility: 0.14
Historic volatility: 0.12
Parity: -15.82
Time value: 2.24
Break-even: 7,424.00
Moneyness: 0.78
Premium: 0.32
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 0.45%
Delta: 0.30
Theta: -0.37
Omega: 7.48
Rho: 39.79
 

Quote data

Open: 2.380
High: 2.550
Low: 2.380
Previous Close: 2.300
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week  
+11.50%
1 Month  
+9.09%
3 Months
  -6.32%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.520 2.250
1M High / 1M Low: 2.520 1.730
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.316
Avg. volume 1W:   0.000
Avg. price 1M:   2.196
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   87.97%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -