BNP Paribas Call 180 CME 20.12.2024
/ DE000PC25VU0
BNP Paribas Call 180 CME 20.12.20.../ DE000PC25VU0 /
| 18/07/2024 21:20:30 |
Chg.-0.030 |
Bid21:37:21 |
Ask21:37:21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.480EUR |
-1.20% |
2.470
Bid Size: 12,000 |
2.520
Ask Size: 12,000 |
CME Group Inc |
180.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PC25VU |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CME Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
10/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.29 |
| Intrinsic value: |
1.96 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.15 |
| Parity: |
1.96 |
| Time value: |
0.63 |
| Break-even: |
190.43 |
| Moneyness: |
1.12 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.05 |
| Spread %: |
1.97% |
| Delta: |
0.80 |
| Theta: |
-0.04 |
| Omega: |
5.68 |
| Rho: |
0.52 |
Quote data
| Open: |
2.550 |
| High: |
2.610 |
| Low: |
2.470 |
| Previous Close: |
2.510 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.76% |
| 1 Month |
|
|
+5.08% |
| 3 Months |
|
|
-32.05% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.510 |
1.970 |
| 1M High / 1M Low: |
2.510 |
1.970 |
| 6M High / 6M Low: |
4.570 |
1.970 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.216 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.224 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.384 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.36% |
| Volatility 6M: |
|
77.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
