BNP Paribas Call 180 CME 20.12.2024
/ DE000PC25VU0
BNP Paribas Call 180 CME 20.12.20.../ DE000PC25VU0 /
| 10/18/2024 8:43:51 AM |
Chg.-0.01 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.48EUR |
-0.22% |
-
Bid Size: - |
-
Ask Size: - |
CME Group Inc |
180.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
1/10/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.54 |
| Intrinsic value: |
4.45 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.15 |
| Parity: |
4.45 |
| Time value: |
0.14 |
| Break-even: |
211.53 |
| Moneyness: |
1.27 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.22% |
| Delta: |
0.96 |
| Theta: |
-0.04 |
| Omega: |
4.39 |
| Rho: |
0.26 |
Quote data
| Open: |
4.48 |
| High: |
4.48 |
| Low: |
4.48 |
| Previous Close: |
4.49 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.99% |
| 1 Month |
|
|
+33.33% |
| 3 Months |
|
|
+78.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.49 |
4.06 |
| 1M High / 1M Low: |
4.49 |
3.17 |
| 6M High / 6M Low: |
4.49 |
1.92 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.30 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.09 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.94% |
| Volatility 6M: |
|
92.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
