BNP Paribas Call 7200 S&P 500 Ind.../  DE000PC7TZ18  /

Frankfurt Zert./BNP
2024-09-19  9:20:21 PM Chg.+0.140 Bid9:55:03 PM Ask9:55:03 PM Underlying Strike price Expiration date Option type
1.170EUR +13.59% -
Bid Size: -
-
Ask Size: -
- 7,200.00 - 2026-09-18 Call
 

Master data

WKN: PC7TZ1
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 7,200.00 -
Maturity: 2026-09-18
Issue date: 2024-04-08
Last trading day: 2026-09-17
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 55.63
Leverage: Yes

Calculated values

Fair value: 0.85
Intrinsic value: 0.00
Implied volatility: 0.13
Historic volatility: 0.12
Parity: -15.82
Time value: 1.01
Break-even: 7,301.00
Moneyness: 0.78
Premium: 0.30
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 1.00%
Delta: 0.19
Theta: -0.29
Omega: 10.62
Rho: 19.40
 

Quote data

Open: 1.090
High: 1.190
Low: 1.090
Previous Close: 1.030
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week  
+12.50%
1 Month  
+7.34%
3 Months
  -12.69%
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:   -