BNP Paribas Call 150 HLT 17.01.2025
/ DE000PC1D1P0
BNP Paribas Call 150 HLT 17.01.20.../ DE000PC1D1P0 /
04/09/2024 21:50:26 |
Chg.-0.110 |
Bid21:59:30 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
6.130EUR |
-1.76% |
6.150 Bid Size: 4,000 |
- Ask Size: - |
Hilton Worldwide Hol... |
150.00 USD |
17/01/2025 |
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: |
17/01/2025 |
Issue date: |
08/12/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.94 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.12 |
Intrinsic value: |
5.94 |
Implied volatility: |
0.62 |
Historic volatility: |
0.18 |
Parity: |
5.94 |
Time value: |
0.69 |
Break-even: |
202.06 |
Moneyness: |
1.44 |
Premium: |
0.04 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.35 |
Spread %: |
5.57% |
Delta: |
0.88 |
Theta: |
-0.06 |
Omega: |
2.60 |
Rho: |
0.39 |
Quote data
Open: |
6.200 |
High: |
6.250 |
Low: |
6.050 |
Previous Close: |
6.240 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-4.67% |
1 Month |
|
|
+11.66% |
3 Months |
|
|
+15.44% |
YTD |
|
|
+50.61% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.640 |
6.240 |
1M High / 1M Low: |
6.640 |
5.210 |
6M High / 6M Low: |
7.620 |
4.930 |
High (YTD): |
16/07/2024 |
7.620 |
Low (YTD): |
03/01/2024 |
3.940 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.474 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.013 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
6.070 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
62.55% |
Volatility 6M: |
|
61.03% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |