BNP Paribas Call 180 CME 17.01.2025
/ DE000PC2XU87
BNP Paribas Call 180 CME 17.01.20.../ DE000PC2XU87 /
| 16/08/2024 21:50:37 |
Chg.+0.170 |
Bid21:58:59 |
Ask21:58:59 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.900EUR |
+6.23% |
2.920
Bid Size: 5,000 |
2.970
Ask Size: 5,000 |
CME Group Inc |
180.00 USD |
17/01/2025 |
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: |
17/01/2025 |
| Issue date: |
04/01/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.81 |
| Intrinsic value: |
2.53 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.15 |
| Parity: |
2.53 |
| Time value: |
0.44 |
| Break-even: |
192.92 |
| Moneyness: |
1.15 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.05 |
| Spread %: |
1.71% |
| Delta: |
0.87 |
| Theta: |
-0.03 |
| Omega: |
5.53 |
| Rho: |
0.56 |
Quote data
| Open: |
2.760 |
| High: |
2.970 |
| Low: |
2.650 |
| Previous Close: |
2.730 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+14.17% |
| 3 Months |
|
|
-20.98% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.980 |
2.730 |
| 1M High / 1M Low: |
2.980 |
1.940 |
| 6M High / 6M Low: |
4.590 |
1.940 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.892 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.545 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.246 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.25% |
| Volatility 6M: |
|
83.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
