BNP Paribas Call 7300 S&P 500 Index 17.09.2027
/ DE000PC7T013
BNP Paribas Call 7300 S&P 500 Ind.../ DE000PC7T013 /
| 19/06/2024 08:57:05 |
Chg.+0.04 |
Bid11:27:32 |
Ask11:27:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.99EUR |
+1.36% |
2.98
Bid Size: 30,000 |
2.99
Ask Size: 30,000 |
- |
7,300.00 - |
17/09/2027 |
Call |
Master data
| WKN: |
PC7T01 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7,300.00 - |
| Maturity: |
17/09/2027 |
| Issue date: |
08/04/2024 |
| Last trading day: |
16/09/2027 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
18.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.31 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.11 |
| Parity: |
-18.13 |
| Time value: |
2.97 |
| Break-even: |
7,597.00 |
| Moneyness: |
0.75 |
| Premium: |
0.38 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.34% |
| Delta: |
0.33 |
| Theta: |
-0.39 |
| Omega: |
6.10 |
| Rho: |
49.19 |
Quote data
| Open: |
2.99 |
| High: |
2.99 |
| Low: |
2.99 |
| Previous Close: |
2.95 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.57% |
| 1 Month |
|
|
+16.80% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.95 |
2.68 |
| 1M High / 1M Low: |
2.95 |
2.25 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.80 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
