BNP Paribas Call 200 HLT 20.09.20.../  DE000PC9P5G8  /

EUWAX
2024-07-29  10:27:32 AM Chg.+0.14 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
1.90EUR +7.95% -
Bid Size: -
-
Ask Size: -
Hilton Worldwide Hol... 200.00 USD 2024-09-20 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: 2024-09-20
Issue date: 2024-05-13
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.46
Leverage: Yes

Calculated values

Fair value: 1.61
Intrinsic value: 1.44
Implied volatility: 0.32
Historic volatility: 0.17
Parity: 1.44
Time value: 0.46
Break-even: 203.28
Moneyness: 1.08
Premium: 0.02
Premium p.a.: 0.17
Spread abs.: 0.02
Spread %: 1.06%
Delta: 0.76
Theta: -0.08
Omega: 7.97
Rho: 0.19
 

Quote data

Open: 1.91
High: 1.91
Low: 1.90
Previous Close: 1.76
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.84%
1 Month
  -4.04%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.19 1.76
1M High / 1M Low: 2.85 1.76
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.03
Avg. volume 1W:   0.00
Avg. price 1M:   2.10
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   172.75%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -