BNP Paribas Call 200 CME 17.01.2025
/ DE000PC2XU79
BNP Paribas Call 200 CME 17.01.20.../ DE000PC2XU79 /
| 18/07/2024 17:21:25 |
Chg.+0.060 |
Bid17:32:54 |
Ask17:32:54 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.340EUR |
+4.69% |
1.340
Bid Size: 10,000 |
1.390
Ask Size: 10,000 |
CME Group Inc |
200.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
PC2XU7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CME Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
04/01/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.04 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.15 |
| Parity: |
0.13 |
| Time value: |
1.22 |
| Break-even: |
196.31 |
| Moneyness: |
1.01 |
| Premium: |
0.07 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.05 |
| Spread %: |
3.85% |
| Delta: |
0.60 |
| Theta: |
-0.04 |
| Omega: |
8.12 |
| Rho: |
0.48 |
Quote data
| Open: |
1.310 |
| High: |
1.340 |
| Low: |
1.250 |
| Previous Close: |
1.280 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.62% |
| 1 Month |
|
|
+9.84% |
| 3 Months |
|
|
-42.74% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.280 |
0.890 |
| 1M High / 1M Low: |
1.300 |
0.890 |
| 6M High / 6M Low: |
3.180 |
0.890 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.064 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.092 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.113 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.91% |
| Volatility 6M: |
|
105.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
