BNP Paribas Call 7300 S&P 500 Index 18.09.2026
/ DE000PC7TZ00
BNP Paribas Call 7300 S&P 500 Ind.../ DE000PC7TZ00 /
19/06/2024 08:57:25 |
Chg.+0.02 |
Bid15:33:58 |
Ask15:33:58 |
Underlying |
Strike price |
Expiration date |
Option type |
1.20EUR |
+1.69% |
1.20 Bid Size: 44,000 |
1.21 Ask Size: 44,000 |
- |
7,300.00 - |
18/09/2026 |
Call |
Master data
WKN: |
PC7TZ0 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
7,300.00 - |
Maturity: |
18/09/2026 |
Issue date: |
08/04/2024 |
Last trading day: |
17/09/2026 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
46.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.52 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.14 |
Historic volatility: |
0.11 |
Parity: |
-18.13 |
Time value: |
1.19 |
Break-even: |
7,419.00 |
Moneyness: |
0.75 |
Premium: |
0.35 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.01 |
Spread %: |
0.85% |
Delta: |
0.20 |
Theta: |
-0.30 |
Omega: |
9.20 |
Rho: |
21.94 |
Quote data
Open: |
1.20 |
High: |
1.20 |
Low: |
1.20 |
Previous Close: |
1.18 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+18.81% |
1 Month |
|
|
+20.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.18 |
1.01 |
1M High / 1M Low: |
1.18 |
0.78 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.09 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.96 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
93.22% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |