BNP Paribas Call 7300 S&P 500 Ind.../  DE000PC7TZT0  /

Frankfurt Zert./BNP
2024-06-18  4:20:59 PM Chg.-0.010 Bid4:26:49 PM Ask4:26:49 PM Underlying Strike price Expiration date Option type
0.810EUR -1.22% 0.810
Bid Size: 54,000
0.820
Ask Size: 54,000
- 7,300.00 - 2026-06-18 Call
 

Master data

WKN: PC7TZT
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 7,300.00 -
Maturity: 2026-06-18
Issue date: 2024-04-08
Last trading day: 2026-06-17
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 67.57
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.00
Implied volatility: 0.14
Historic volatility: 0.11
Parity: -18.27
Time value: 0.81
Break-even: 7,381.00
Moneyness: 0.75
Premium: 0.35
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 1.25%
Delta: 0.16
Theta: -0.25
Omega: 10.62
Rho: 15.57
 

Quote data

Open: 0.810
High: 0.810
Low: 0.800
Previous Close: 0.820
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+24.62%
1 Month  
+22.73%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.820 0.650
1M High / 1M Low: 0.820 0.500
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.730
Avg. volume 1W:   0.000
Avg. price 1M:   0.630
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   109.32%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -