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

EUWAX
9/20/2024  8:56:51 AM Chg.+0.02 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
1.33EUR +1.53% -
Bid Size: -
-
Ask Size: -
- 7,300.00 - 12/18/2026 Call
 

Master data

WKN: PC7TZ8
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 7,300.00 -
Maturity: 12/18/2026
Issue date: 4/8/2024
Last trading day: 12/17/2026
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 41.40
Leverage: Yes

Calculated values

Fair value: 1.16
Intrinsic value: 0.00
Implied volatility: 0.13
Historic volatility: 0.12
Parity: -15.86
Time value: 1.38
Break-even: 7,438.00
Moneyness: 0.78
Premium: 0.30
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 0.73%
Delta: 0.23
Theta: -0.32
Omega: 9.46
Rho: 26.22
 

Quote data

Open: 1.33
High: 1.33
Low: 1.33
Previous Close: 1.31
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.68%
1 Month  
+2.31%
3 Months
  -18.40%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.31 1.17
1M High / 1M Low: 1.32 0.90
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.24
Avg. volume 1W:   0.00
Avg. price 1M:   1.19
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   98.91%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -