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BNP Paribas Call 200 HLT 20.12.20.../  DE000PC1D1N5  /

Frankfurt Zert./BNP
7/29/2024  9:50:27 PM Chg.+0.150 Bid9:59:57 PM Ask9:59:57 PM Underlying Strike price Expiration date Option type
2.660EUR +5.98% 2.640
Bid Size: 7,000		 2.660
Ask Size: 7,000		 Hilton Worldwide Hol... 200.00 USD 12/20/2024 Call
 

Master data

WKN: PC1D1N
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Hilton Worldwide Holdings Inc New
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 12/20/2024
Issue date: 12/8/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.98
Leverage: Yes

Calculated values

Fair value: 1.94
Intrinsic value: 1.44
Implied volatility: 0.31
Historic volatility: 0.17
Parity: 1.44
Time value: 1.05
Break-even: 209.18
Moneyness: 1.08
Premium: 0.05
Premium p.a.: 0.14
Spread abs.: 0.02
Spread %: 0.81%
Delta: 0.71
Theta: -0.06
Omega: 5.66
Rho: 0.46
 

Quote data

Open: 2.510
High: 2.660
Low: 2.450
Previous Close: 2.510
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.67%
1 Month
  -1.85%
3 Months  
+46.96%
YTD  
+107.81%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.850 2.390
1M High / 1M Low: 3.400 2.390
6M High / 6M Low: 3.400 1.480
High (YTD): 7/16/2024 3.400
Low (YTD): 1/15/2024 1.200
52W High: - -
52W Low: - -
Avg. price 1W:   2.570
Avg. volume 1W:   0.000
Avg. price 1M:   2.654
Avg. volume 1M:   0.000
Avg. price 6M:   2.258
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   127.95%
Volatility 6M:   112.85%
Volatility 1Y:   -
Volatility 3Y:   -