BNP Paribas Call 200 CME 16.01.2026
/ DE000PC2XVH7
BNP Paribas Call 200 CME 16.01.20.../ DE000PC2XVH7 /
| 8/1/2024 10:50:40 AM |
Chg.0.000 |
Bid10:55:12 AM |
Ask10:55:12 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.720EUR |
0.00% |
1.710
Bid Size: 3,000 |
1.810
Ask Size: 3,000 |
CME Group Inc |
200.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
PC2XVH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CME Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
1/4/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.49 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.15 |
| Parity: |
-0.58 |
| Time value: |
1.77 |
| Break-even: |
202.48 |
| Moneyness: |
0.97 |
| Premium: |
0.13 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.05 |
| Spread %: |
2.91% |
| Delta: |
0.58 |
| Theta: |
-0.02 |
| Omega: |
5.88 |
| Rho: |
1.26 |
Quote data
| Open: |
1.730 |
| High: |
1.730 |
| Low: |
1.680 |
| Previous Close: |
1.720 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.25% |
| 1 Month |
|
|
-14.43% |
| 3 Months |
|
|
-43.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.130 |
1.720 |
| 1M High / 1M Low: |
2.200 |
1.720 |
| 6M High / 6M Low: |
3.780 |
1.720 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.970 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.976 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.803 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.48% |
| Volatility 6M: |
|
76.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
