BNP Paribas Call 160 HLT 20.12.2024
/ DE000PC2YEY6
BNP Paribas Call 160 HLT 20.12.20.../ DE000PC2YEY6 /
| 2024-07-29 9:50:34 PM |
Chg.+0.190 |
Bid9:59:55 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.800EUR |
+3.39% |
5.770
Bid Size: 5,000 |
-
Ask Size: - |
Hilton Worldwide Hol... |
160.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC2YEY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Hilton Worldwide Holdings Inc New |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.33 |
| Intrinsic value: |
5.12 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.17 |
| Parity: |
5.12 |
| Time value: |
0.26 |
| Break-even: |
201.23 |
| Moneyness: |
1.35 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
-0.17 |
| Spread %: |
-3.06% |
| Delta: |
0.97 |
| Theta: |
-0.02 |
| Omega: |
3.57 |
| Rho: |
0.55 |
Quote data
| Open: |
5.610 |
| High: |
5.800 |
| Low: |
5.550 |
| Previous Close: |
5.610 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.52% |
| 1 Month |
|
|
-0.85% |
| 3 Months |
|
|
+23.93% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.040 |
5.450 |
| 1M High / 1M Low: |
6.680 |
5.450 |
| 6M High / 6M Low: |
6.680 |
3.930 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.712 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.789 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.036 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.44% |
| Volatility 6M: |
|
66.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
