BNP Paribas Call 7200 S&P 500 Ind.../  DE000PC7TZ91  /

Frankfurt Zert./BNP
2024-06-14  9:20:21 PM Chg.0.000 Bid9:59:05 PM Ask9:59:05 PM Underlying Strike price Expiration date Option type
1.600EUR 0.00% 1.610
Bid Size: 39,000
1.620
Ask Size: 39,000
- 7,200.00 - 2026-12-18 Call
 

Master data

WKN: PC7TZ9
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 7,200.00 -
Maturity: 2026-12-18
Issue date: 2024-04-08
Last trading day: 2026-12-17
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 33.53
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.11
Parity: -17.68
Time value: 1.62
Break-even: 7,362.00
Moneyness: 0.75
Premium: 0.36
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 0.62%
Delta: 0.24
Theta: -0.33
Omega: 8.10
Rho: 28.84
 

Quote data

Open: 1.620
High: 1.620
Low: 1.540
Previous Close: 1.600
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+8.84%
1 Month  
+8.11%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.650 1.500
1M High / 1M Low: 1.650 1.200
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.572
Avg. volume 1W:   0.000
Avg. price 1M:   1.437
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   72.71%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -