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

EUWAX
2024-06-18  8:57:41 AM Chg.+0.11 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
1.56EUR +7.59% -
Bid Size: -
-
Ask Size: -
- 7,300.00 - 2026-12-18 Call
 

Master data

WKN: PC7TZ8
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 7,300.00 -
Maturity: 2026-12-18
Issue date: 2024-04-08
Last trading day: 2026-12-17
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 34.86
Leverage: Yes

Calculated values

Fair value: 0.68
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.11
Parity: -18.27
Time value: 1.57
Break-even: 7,457.00
Moneyness: 0.75
Premium: 0.36
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 0.64%
Delta: 0.23
Theta: -0.33
Omega: 8.14
Rho: 28.04
 

Quote data

Open: 1.56
High: 1.56
Low: 1.56
Previous Close: 1.45
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.42%
1 Month  
+16.42%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.47 1.34
1M High / 1M Low: 1.47 1.09
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.41
Avg. volume 1W:   0.00
Avg. price 1M:   1.29
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   84.42%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -