BNP Paribas Call 7300 S&P 500 Ind.../  DE000PC7T0G7  /

Frankfurt Zert./BNP
2024-09-20  3:21:19 PM Chg.-0.060 Bid3:54:20 PM Ask3:54:20 PM Underlying Strike price Expiration date Option type
1.760EUR -3.30% 1.750
Bid Size: 38,000
1.760
Ask Size: 38,000
- 7,300.00 - 2027-03-19 Call
 

Master data

WKN: PC7T0G
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 7,300.00 -
Maturity: 2027-03-19
Issue date: 2024-04-08
Last trading day: 2027-03-18
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 31.57
Leverage: Yes

Calculated values

Fair value: 1.43
Intrinsic value: 0.00
Implied volatility: 0.14
Historic volatility: 0.12
Parity: -15.86
Time value: 1.81
Break-even: 7,481.00
Moneyness: 0.78
Premium: 0.31
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 0.56%
Delta: 0.27
Theta: -0.35
Omega: 8.38
Rho: 33.33
 

Quote data

Open: 1.760
High: 1.770
Low: 1.760
Previous Close: 1.820
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+9.32%
1 Month  
+5.39%
3 Months
  -12.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.820 1.610
1M High / 1M Low: 1.820 1.200
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.656
Avg. volume 1W:   0.000
Avg. price 1M:   1.563
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   98.68%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -