BNP Paribas Call 190 CME 20.09.2024
/ DE000PC39JJ9
BNP Paribas Call 190 CME 20.09.20.../ DE000PC39JJ9 /
| 18/07/2024 15:20:25 |
Chg.-0.020 |
Bid15:33:07 |
Ask15:29:49 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.350EUR |
-1.46% |
1.380
Bid Size: 2,174 |
-
Ask Size: - |
CME Group Inc |
190.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
PC39JJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CME Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
31/01/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.25 |
| Intrinsic value: |
1.05 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.15 |
| Parity: |
1.05 |
| Time value: |
0.41 |
| Break-even: |
188.27 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.05 |
| Spread %: |
3.55% |
| Delta: |
0.75 |
| Theta: |
-0.06 |
| Omega: |
9.45 |
| Rho: |
0.22 |
Quote data
| Open: |
1.420 |
| High: |
1.420 |
| Low: |
1.350 |
| Previous Close: |
1.370 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.36% |
| 1 Month |
|
|
+8.00% |
| 3 Months |
|
|
-47.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.370 |
0.900 |
| 1M High / 1M Low: |
1.370 |
0.900 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.106 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.109 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
175.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
