BNP Paribas Call 7200 S&P 500 Index 18.12.2026
/ DE000PC7TZ91
BNP Paribas Call 7200 S&P 500 Ind.../ DE000PC7TZ91 /
| 2024-06-19 10:20:53 AM |
Chg.+0.030 |
Bid10:46:58 AM |
Ask10:46:58 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.780EUR |
+1.71% |
1.770
Bid Size: 38,000 |
1.780
Ask Size: 38,000 |
- |
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: |
31.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.11 |
| Parity: |
-17.13 |
| Time value: |
1.77 |
| Break-even: |
7,377.00 |
| Moneyness: |
0.76 |
| Premium: |
0.34 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
0.57% |
| Delta: |
0.26 |
| Theta: |
-0.35 |
| Omega: |
7.93 |
| Rho: |
30.66 |
Quote data
| Open: |
1.770 |
| High: |
1.780 |
| Low: |
1.770 |
| Previous Close: |
1.750 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.88% |
| 1 Month |
|
|
+20.27% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.770 |
1.600 |
| 1M High / 1M Low: |
1.770 |
1.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.674 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.459 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
