BNP Paribas Call 7300 S&P 500 Index 17.09.2027
/ DE000PC7T013
BNP Paribas Call 7300 S&P 500 Ind.../ DE000PC7T013 /
2024-05-24 10:20:40 AM |
Chg.+0.040 |
Bid10:40:42 AM |
Ask10:40:42 AM |
Underlying |
Strike price |
Expiration date |
Option type |
2.470EUR |
+1.65% |
2.480 Bid Size: 33,000 |
2.490 Ask Size: 33,000 |
- |
7,300.00 - |
2027-09-17 |
Call |
Master data
WKN: |
PC7T01 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
7,300.00 - |
Maturity: |
2027-09-17 |
Issue date: |
2024-04-08 |
Last trading day: |
2027-09-16 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
21.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.16 |
Historic volatility: |
0.11 |
Parity: |
-20.32 |
Time value: |
2.45 |
Break-even: |
7,545.00 |
Moneyness: |
0.72 |
Premium: |
0.43 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.01 |
Spread %: |
0.41% |
Delta: |
0.29 |
Theta: |
-0.35 |
Omega: |
6.31 |
Rho: |
43.15 |
Quote data
Open: |
2.460 |
High: |
2.470 |
Low: |
2.450 |
Previous Close: |
2.430 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-3.52% |
1 Month |
|
|
+11.26% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.600 |
2.430 |
1M High / 1M Low: |
2.600 |
2.070 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.542 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.364 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
47.52% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |