BNP Paribas Call 7300 S&P 500 Index 17.06.2027
/ DE000PC7T0R4
BNP Paribas Call 7300 S&P 500 Ind.../ DE000PC7T0R4 /
| 9/20/2024 7:20:42 PM |
Chg.-0.080 |
Bid7:50:40 PM |
Ask7:50:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.200EUR |
-3.51% |
2.190
Bid Size: 34,000 |
2.200
Ask Size: 34,000 |
- |
7,300.00 - |
6/17/2027 |
Call |
Master data
| WKN: |
PC7T0R |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7,300.00 - |
| Maturity: |
6/17/2027 |
| Issue date: |
4/8/2024 |
| Last trading day: |
6/16/2027 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
25.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.71 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.12 |
| Parity: |
-15.86 |
| Time value: |
2.26 |
| Break-even: |
7,526.00 |
| Moneyness: |
0.78 |
| Premium: |
0.32 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.44% |
| Delta: |
0.30 |
| Theta: |
-0.37 |
| Omega: |
7.55 |
| Rho: |
40.57 |
Quote data
| Open: |
2.220 |
| High: |
2.230 |
| Low: |
2.170 |
| Previous Close: |
2.280 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.37% |
| 1 Month |
|
|
+5.77% |
| 3 Months |
|
|
-10.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.280 |
2.020 |
| 1M High / 1M Low: |
2.280 |
1.540 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.084 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.973 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
