BNP Paribas Call 7300 S&P 500 Index 17.09.2027
/ DE000PC7T013
BNP Paribas Call 7300 S&P 500 Ind.../ DE000PC7T013 /
6/14/2024 9:20:19 PM |
Chg.-0.010 |
Bid9:59:14 PM |
Ask9:59:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.740EUR |
-0.36% |
2.760 Bid Size: 31,000 |
2.770 Ask Size: 31,000 |
- |
7,300.00 - |
9/17/2027 |
Call |
Master data
WKN: |
PC7T01 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
7,300.00 - |
Maturity: |
9/17/2027 |
Issue date: |
4/8/2024 |
Last trading day: |
9/16/2027 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
19.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.19 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.16 |
Historic volatility: |
0.11 |
Parity: |
-18.68 |
Time value: |
2.77 |
Break-even: |
7,577.00 |
Moneyness: |
0.74 |
Premium: |
0.39 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.01 |
Spread %: |
0.36% |
Delta: |
0.32 |
Theta: |
-0.38 |
Omega: |
6.21 |
Rho: |
47.03 |
Quote data
Open: |
2.780 |
High: |
2.780 |
Low: |
2.650 |
Previous Close: |
2.750 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+6.20% |
1 Month |
|
|
+5.38% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.810 |
2.630 |
1M High / 1M Low: |
2.810 |
2.200 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.714 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.522 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
55.62% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |