BNP Paribas Call 200 HLT 20.09.2024
/ DE000PC9P5G8
BNP Paribas Call 200 HLT 20.09.20.../ DE000PC9P5G8 /
| 30/07/2024 10:21:06 |
Chg.-0.040 |
Bid10:36:35 |
Ask10:36:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.040EUR |
-1.92% |
2.060
Bid Size: 5,000 |
2.290
Ask Size: 5,000 |
Hilton Worldwide Hol... |
200.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
PC9P5G |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Hilton Worldwide Holdings Inc New |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
13/05/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.79 |
| Intrinsic value: |
1.65 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.18 |
| Parity: |
1.65 |
| Time value: |
0.41 |
| Break-even: |
205.46 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
0.98% |
| Delta: |
0.79 |
| Theta: |
-0.08 |
| Omega: |
7.70 |
| Rho: |
0.20 |
Quote data
| Open: |
2.040 |
| High: |
2.060 |
| Low: |
2.040 |
| Previous Close: |
2.080 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.30% |
| 1 Month |
|
|
-5.12% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.300 |
1.800 |
| 1M High / 1M Low: |
2.900 |
1.800 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.990 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.100 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
