BNP Paribas Call 150 BX 17.01.2025
/ DE000PC2XMT1
BNP Paribas Call 150 BX 17.01.202.../ DE000PC2XMT1 /
| 27/09/2024 08:27:18 |
Chg.0.00 |
Bid17:49:51 |
Ask17:49:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.16EUR |
0.00% |
1.25
Bid Size: 17,000 |
1.29
Ask Size: 17,000 |
Blackstone Inc |
150.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
PC2XMT |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Blackstone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
04/01/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.27 |
| Parity: |
0.31 |
| Time value: |
0.95 |
| Break-even: |
146.81 |
| Moneyness: |
1.02 |
| Premium: |
0.07 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.12 |
| Spread %: |
10.53% |
| Delta: |
0.61 |
| Theta: |
-0.05 |
| Omega: |
6.61 |
| Rho: |
0.22 |
Quote data
| Open: |
1.16 |
| High: |
1.16 |
| Low: |
1.16 |
| Previous Close: |
1.16 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.58% |
| 1 Month |
|
|
+65.71% |
| 3 Months |
|
|
+222.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.58 |
1.16 |
| 1M High / 1M Low: |
1.58 |
0.53 |
| 6M High / 6M Low: |
1.58 |
0.25 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.39 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.58 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.18% |
| Volatility 6M: |
|
229.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
