BNP Paribas Call 190 CME 17.01.2025
/ DE000PC39JP6
BNP Paribas Call 190 CME 17.01.20.../ DE000PC39JP6 /
| 16/08/2024 08:23:31 |
Chg.-0.23 |
Bid22:00:25 |
Ask22:00:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.01EUR |
-10.27% |
-
Bid Size: - |
-
Ask Size: - |
CME Group Inc |
190.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
PC39JP |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CME Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
31/01/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.01 |
| Intrinsic value: |
1.62 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.15 |
| Parity: |
1.62 |
| Time value: |
0.59 |
| Break-even: |
194.39 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.05 |
| Spread %: |
2.31% |
| Delta: |
0.79 |
| Theta: |
-0.04 |
| Omega: |
6.77 |
| Rho: |
0.53 |
Quote data
| Open: |
2.01 |
| High: |
2.01 |
| Low: |
2.01 |
| Previous Close: |
2.24 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.63% |
| 1 Month |
|
|
+27.22% |
| 3 Months |
|
|
-30.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.24 |
2.01 |
| 1M High / 1M Low: |
2.24 |
1.33 |
| 6M High / 6M Low: |
3.88 |
1.33 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.57 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.66% |
| Volatility 6M: |
|
107.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
