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

Frankfurt Zert./BNP
2024-07-05  9:50:26 PM Chg.-0.150 Bid9:59:29 PM Ask9:59:29 PM Underlying Strike price Expiration date Option type
2.400EUR -5.88% 2.410
Bid Size: 6,000		 2.430
Ask Size: 6,000		 Hilton Worldwide Hol... 200.00 USD 2024-12-20 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: 2024-12-20
Issue date: 2023-12-08
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.14
Leverage: Yes

Calculated values

Fair value: 1.92
Intrinsic value: 1.33
Implied volatility: 0.29
Historic volatility: 0.17
Parity: 1.33
Time value: 1.10
Break-even: 208.81
Moneyness: 1.07
Premium: 0.06
Premium p.a.: 0.13
Spread abs.: 0.02
Spread %: 0.83%
Delta: 0.71
Theta: -0.05
Omega: 5.74
Rho: 0.53
 

Quote data

Open: 2.560
High: 2.560
Low: 2.330
Previous Close: 2.550
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.44%
1 Month  
+34.83%
3 Months
  -12.73%
YTD  
+87.50%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.550 2.400
1M High / 1M Low: 2.800 1.780
6M High / 6M Low: 2.910 1.200
High (YTD): 2024-03-27 2.910
Low (YTD): 2024-01-15 1.200
52W High: - -
52W Low: - -
Avg. price 1W:   2.500
Avg. volume 1W:   0.000
Avg. price 1M:   2.450
Avg. volume 1M:   0.000
Avg. price 6M:   2.100
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   104.61%
Volatility 6M:   106.41%
Volatility 1Y:   -
Volatility 3Y:   -