BNP Paribas Call 190 CME 20.12.2024
/ DE000PC2XU38
BNP Paribas Call 190 CME 20.12.20.../ DE000PC2XU38 /
| 2024-08-16 8:38:15 AM |
Chg.-0.22 |
Bid10:00:25 PM |
Ask10:00:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.96EUR |
-10.09% |
-
Bid Size: - |
-
Ask Size: - |
CME Group Inc |
190.00 USD |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.93 |
| Intrinsic value: |
1.62 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.15 |
| Parity: |
1.62 |
| Time value: |
0.54 |
| Break-even: |
193.89 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.05 |
| Spread %: |
2.37% |
| Delta: |
0.79 |
| Theta: |
-0.04 |
| Omega: |
6.91 |
| Rho: |
0.44 |
Quote data
| Open: |
1.96 |
| High: |
1.96 |
| Low: |
1.96 |
| Previous Close: |
2.18 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.77% |
| 1 Month |
|
|
+28.10% |
| 3 Months |
|
|
-31.47% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.18 |
1.96 |
| 1M High / 1M Low: |
2.18 |
1.28 |
| 6M High / 6M Low: |
3.81 |
1.28 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.78 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.53 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.06% |
| Volatility 6M: |
|
107.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
