BNP Paribas Call 160 HLT 20.12.2024
/ DE000PC2YEY6
BNP Paribas Call 160 HLT 20.12.20.../ DE000PC2YEY6 /
| 2024-11-12 8:36:38 AM |
Chg.+0.14 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.56EUR |
+1.66% |
-
Bid Size: - |
-
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: |
2.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.52 |
| Intrinsic value: |
8.47 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.17 |
| Parity: |
8.47 |
| Time value: |
0.09 |
| Break-even: |
235.65 |
| Moneyness: |
1.56 |
| Premium: |
0.00 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.98 |
| Theta: |
-0.04 |
| Omega: |
2.69 |
| Rho: |
0.15 |
Quote data
| Open: |
8.56 |
| High: |
8.56 |
| Low: |
8.56 |
| Previous Close: |
8.42 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.78% |
| 1 Month |
|
|
+20.39% |
| 3 Months |
|
|
+83.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.42 |
6.86 |
| 1M High / 1M Low: |
8.42 |
6.86 |
| 6M High / 6M Low: |
8.42 |
4.01 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.84 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.39 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.75 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
60.48% |
| Volatility 6M: |
|
67.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
