BNP Paribas Call 200 CME 20.09.2024
/ DE000PC39JK7
BNP Paribas Call 200 CME 20.09.20.../ DE000PC39JK7 /
| 18/07/2024 08:19:28 |
Chg.+0.240 |
Bid15:06:50 |
Ask15:06:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
+44.44% |
0.730
Bid Size: 4,110 |
0.830
Ask Size: 3,615 |
CME Group Inc |
200.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
PC39JK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CME Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 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: |
22.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.15 |
| Parity: |
0.13 |
| Time value: |
0.69 |
| Break-even: |
191.01 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.05 |
| Spread %: |
6.49% |
| Delta: |
0.58 |
| Theta: |
-0.06 |
| Omega: |
12.93 |
| Rho: |
0.17 |
Quote data
| Open: |
0.780 |
| High: |
0.780 |
| Low: |
0.780 |
| Previous Close: |
0.540 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+77.27% |
| 1 Month |
|
|
+2.63% |
| 3 Months |
|
|
-56.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.400 |
| 1M High / 1M Low: |
0.760 |
0.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.488 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.564 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
226.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
