BNP Paribas Call 190 CME 20.12.2024
/ DE000PC2XU38
BNP Paribas Call 190 CME 20.12.20.../ DE000PC2XU38 /
18/07/2024 17:21:25 |
Chg.+0.100 |
Bid17:23:41 |
Ask17:23:41 |
Underlying |
Strike price |
Expiration date |
Option type |
1.910EUR |
+5.52% |
1.920 Bid Size: 12,000 |
1.970 Ask Size: 12,000 |
CME Group Inc |
190.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
PC2XU3 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
CME Group Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
190.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
04/01/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.55 |
Intrinsic value: |
1.05 |
Implied volatility: |
0.24 |
Historic volatility: |
0.15 |
Parity: |
1.05 |
Time value: |
0.84 |
Break-even: |
192.57 |
Moneyness: |
1.06 |
Premium: |
0.05 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.05 |
Spread %: |
2.72% |
Delta: |
0.71 |
Theta: |
-0.04 |
Omega: |
6.90 |
Rho: |
0.47 |
Quote data
Open: |
1.850 |
High: |
1.910 |
Low: |
1.770 |
Previous Close: |
1.810 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+25.66% |
1 Month |
|
|
+11.05% |
3 Months |
|
|
-35.03% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.810 |
1.340 |
1M High / 1M Low: |
1.830 |
1.340 |
6M High / 6M Low: |
3.830 |
1.340 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.552 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.575 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.692 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
123.07% |
Volatility 6M: |
|
91.00% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |