BNP Paribas Call 7300 S&P 500 Ind.../  DE000PC7TZ83  /

Frankfurt Zert./BNP
19/09/2024  21:20:17 Chg.+0.170 Bid21:59:05 Ask21:59:05 Underlying Strike price Expiration date Option type
1.390EUR +13.93% 1.370
Bid Size: 42,000
1.380
Ask Size: 42,000
- 7,300.00 - 18/12/2026 Call
 

Master data

WKN: PC7TZ8
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 7,300.00 -
Maturity: 18/12/2026
Issue date: 08/04/2024
Last trading day: 17/12/2026
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 46.43
Leverage: Yes

Calculated values

Fair value: 0.96
Intrinsic value: 0.00
Implied volatility: 0.13
Historic volatility: 0.12
Parity: -16.82
Time value: 1.21
Break-even: 7,421.00
Moneyness: 0.77
Premium: 0.32
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 0.83%
Delta: 0.21
Theta: -0.30
Omega: 9.64
Rho: 23.46
 

Quote data

Open: 1.290
High: 1.410
Low: 1.290
Previous Close: 1.220
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+13.01%
1 Month  
+8.59%
3 Months
  -10.90%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.390 1.220
1M High / 1M Low: 1.390 0.890
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.256
Avg. volume 1W:   0.000
Avg. price 1M:   1.181
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   108.56%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -