BNP Paribas Call 7200 S&P 500 Index 18.09.2026
/ DE000PC7TZ18
BNP Paribas Call 7200 S&P 500 Ind.../ DE000PC7TZ18 /
| 20/09/2024 21:20:27 |
Chg.-0.060 |
Bid21:50:37 |
Ask21:50:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.110EUR |
-5.13% |
1.130
Bid Size: 47,000 |
1.140
Ask Size: 47,000 |
- |
7,200.00 - |
18/09/2026 |
Call |
Master data
| WKN: |
PC7TZ1 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7,200.00 - |
| Maturity: |
18/09/2026 |
| Issue date: |
08/04/2024 |
| Last trading day: |
17/09/2026 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
48.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.12 |
| Parity: |
-14.86 |
| Time value: |
1.17 |
| Break-even: |
7,317.00 |
| Moneyness: |
0.79 |
| Premium: |
0.28 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
0.86% |
| Delta: |
0.21 |
| Theta: |
-0.31 |
| Omega: |
10.41 |
| Rho: |
21.95 |
Quote data
| Open: |
1.130 |
| High: |
1.140 |
| Low: |
1.100 |
| Previous Close: |
1.170 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.73% |
| 1 Month |
|
|
+1.83% |
| 3 Months |
|
|
-17.16% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.170 |
1.030 |
| 1M High / 1M Low: |
1.170 |
0.740 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.060 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.993 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
