BNP Paribas Call 180 CME 20.12.2024
/ DE000PC25VU0
BNP Paribas Call 180 CME 20.12.20.../ DE000PC25VU0 /
| 7/18/2024 8:41:26 AM |
Chg.+0.36 |
Bid9:12:02 PM |
Ask9:12:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.55EUR |
+16.44% |
2.49
Bid Size: 12,000 |
2.54
Ask Size: 12,000 |
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: |
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: |
2.55 |
| High: |
2.55 |
| Low: |
2.55 |
| Previous Close: |
2.19 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.00% |
| 1 Month |
|
|
+3.66% |
| 3 Months |
|
|
-28.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.21 |
1.95 |
| 1M High / 1M Low: |
2.46 |
1.95 |
| 6M High / 6M Low: |
4.62 |
1.95 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.39 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.29% |
| Volatility 6M: |
|
81.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
