BNP Paribas Call 180 CME 20.12.2024
/ DE000PC25VU0
BNP Paribas Call 180 CME 20.12.20.../ DE000PC25VU0 /
| 2024-08-16 9:50:28 PM |
Chg.+0.170 |
Bid9:58:22 PM |
Ask9:58:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.860EUR |
+6.32% |
2.880
Bid Size: 5,000 |
2.930
Ask Size: 5,000 |
CME Group Inc |
180.00 USD |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2024-01-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.75 |
| Intrinsic value: |
2.53 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.15 |
| Parity: |
2.53 |
| Time value: |
0.40 |
| Break-even: |
192.52 |
| Moneyness: |
1.15 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.05 |
| Spread %: |
1.74% |
| Delta: |
0.87 |
| Theta: |
-0.04 |
| Omega: |
5.58 |
| Rho: |
0.46 |
Quote data
| Open: |
2.720 |
| High: |
2.940 |
| Low: |
2.620 |
| Previous Close: |
2.690 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.35% |
| 1 Month |
|
|
+13.94% |
| 3 Months |
|
|
-21.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.940 |
2.690 |
| 1M High / 1M Low: |
2.940 |
1.910 |
| 6M High / 6M Low: |
4.570 |
1.910 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.854 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.509 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.217 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.02% |
| Volatility 6M: |
|
84.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
