BNP Paribas Call 150 BX 17.01.2025
/ DE000PC2XMT1
BNP Paribas Call 150 BX 17.01.202.../ DE000PC2XMT1 /
| 10/18/2024 9:50:27 PM |
Chg.+0.220 |
Bid9:59:57 PM |
Ask9:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.460EUR |
+9.82% |
2.390
Bid Size: 7,400 |
2.430
Ask Size: 7,400 |
Blackstone Inc |
150.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
PC2XMT |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Blackstone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
1/4/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.30 |
| Intrinsic value: |
2.06 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.27 |
| Parity: |
2.06 |
| Time value: |
0.37 |
| Break-even: |
162.32 |
| Moneyness: |
1.15 |
| Premium: |
0.02 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.04 |
| Spread %: |
1.67% |
| Delta: |
0.83 |
| Theta: |
-0.05 |
| Omega: |
5.41 |
| Rho: |
0.26 |
Quote data
| Open: |
2.240 |
| High: |
2.660 |
| Low: |
2.240 |
| Previous Close: |
2.240 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+119.64% |
| 1 Month |
|
|
+65.10% |
| 3 Months |
|
|
+232.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.460 |
1.250 |
| 1M High / 1M Low: |
2.460 |
0.860 |
| 6M High / 6M Low: |
2.460 |
0.250 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.750 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.280 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.656 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
233.80% |
| Volatility 6M: |
|
217.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
