BNP Paribas Call 7200 S&P 500 Ind.../  DE000PC7T1A8  /

EUWAX
2024-09-20  8:56:30 AM Chg.+0.06 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
3.48EUR +1.75% -
Bid Size: -
-
Ask Size: -
- 7,200.00 - 2027-12-17 Call
 

Master data

WKN: PC7T1A
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 7,200.00 -
Maturity: 2027-12-17
Issue date: 2024-04-08
Last trading day: 2027-12-16
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 16.19
Leverage: Yes

Calculated values

Fair value: 2.53
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.12
Parity: -14.86
Time value: 3.53
Break-even: 7,553.00
Moneyness: 0.79
Premium: 0.32
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 0.28%
Delta: 0.38
Theta: -0.42
Omega: 6.12
Rho: 58.61
 

Quote data

Open: 3.48
High: 3.48
Low: 3.48
Previous Close: 3.42
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.54%
1 Month  
+2.05%
3 Months
  -9.14%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.42 3.12
1M High / 1M Low: 3.42 2.62
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.25
Avg. volume 1W:   0.00
Avg. price 1M:   3.15
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   74.71%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -