BNP Paribas Call 180 CME 17.01.2025
/ DE000PC2XU87
BNP Paribas Call 180 CME 17.01.20.../ DE000PC2XU87 /
2024-07-18 9:20:37 PM |
Chg.-0.020 |
Bid9:30:44 PM |
Ask9:30:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.520EUR |
-0.79% |
2.520 Bid Size: 12,000 |
2.570 Ask Size: 12,000 |
CME Group Inc |
180.00 USD |
2025-01-17 |
Call |
Master data
WKN: |
PC2XU8 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
CME Group Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
180.00 USD |
Maturity: |
2025-01-17 |
Issue date: |
2024-01-04 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.36 |
Intrinsic value: |
1.96 |
Implied volatility: |
0.24 |
Historic volatility: |
0.15 |
Parity: |
1.96 |
Time value: |
0.67 |
Break-even: |
190.83 |
Moneyness: |
1.12 |
Premium: |
0.04 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.05 |
Spread %: |
1.94% |
Delta: |
0.80 |
Theta: |
-0.04 |
Omega: |
5.62 |
Rho: |
0.61 |
Quote data
Open: |
2.590 |
High: |
2.640 |
Low: |
2.500 |
Previous Close: |
2.540 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+14.03% |
1 Month |
|
|
+5.44% |
3 Months |
|
|
-31.52% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.540 |
2.010 |
1M High / 1M Low: |
2.540 |
2.010 |
6M High / 6M Low: |
4.590 |
2.010 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.250 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.257 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.411 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
97.60% |
Volatility 6M: |
|
76.75% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |