BNP Paribas Call 150 HLT 17.01.2025
/ DE000PC1D1P0
BNP Paribas Call 150 HLT 17.01.20.../ DE000PC1D1P0 /
| 2024-07-29 9:50:23 PM |
Chg.+0.200 |
Bid9:59:15 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.740EUR |
+3.06% |
6.690
Bid Size: 4,000 |
-
Ask Size: - |
Hilton Worldwide Hol... |
150.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PC1D1P |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Hilton Worldwide Holdings Inc New |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-12-08 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.28 |
| Intrinsic value: |
6.05 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.17 |
| Parity: |
6.05 |
| Time value: |
0.27 |
| Break-even: |
201.41 |
| Moneyness: |
1.44 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
-0.17 |
| Spread %: |
-2.62% |
| Delta: |
0.97 |
| Theta: |
-0.02 |
| Omega: |
3.06 |
| Rho: |
0.61 |
Quote data
| Open: |
6.550 |
| High: |
6.740 |
| Low: |
6.490 |
| Previous Close: |
6.540 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.18% |
| 1 Month |
|
|
-0.74% |
| 3 Months |
|
|
+20.79% |
| YTD |
|
|
+65.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.980 |
6.390 |
| 1M High / 1M Low: |
7.620 |
6.390 |
| 6M High / 6M Low: |
7.620 |
4.750 |
| High (YTD): |
2024-07-16 |
7.620 |
| Low (YTD): |
2024-01-03 |
3.940 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.650 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.727 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.930 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
66.86% |
| Volatility 6M: |
|
57.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
