BNP Paribas Call 40 CMG 16.01.2026
/ DE000PC1LUY1
BNP Paribas Call 40 CMG 16.01.202.../ DE000PC1LUY1 /
07/10/2024 21:50:25 |
Chg.-0.140 |
Bid21:59:11 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
9.670EUR |
-1.43% |
- Bid Size: - |
- Ask Size: - |
Chipotle Mexican Gri... |
40.00 - |
16/01/2026 |
Call |
Master data
WKN: |
PC1LUY |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Chipotle Mexican Grill Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
40.00 - |
Maturity: |
16/01/2026 |
Issue date: |
11/12/2023 |
Last trading day: |
08/10/2024 |
Ratio: |
2:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.77 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.95 |
Intrinsic value: |
6.82 |
Implied volatility: |
0.49 |
Historic volatility: |
0.24 |
Parity: |
6.82 |
Time value: |
2.86 |
Break-even: |
59.36 |
Moneyness: |
1.34 |
Premium: |
0.11 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.03 |
Spread %: |
0.31% |
Delta: |
0.81 |
Theta: |
-0.01 |
Omega: |
2.25 |
Rho: |
0.30 |
Quote data
Open: |
9.730 |
High: |
9.920 |
Low: |
9.540 |
Previous Close: |
9.810 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-1.43% |
1 Month |
|
|
+2.44% |
3 Months |
|
|
-7.64% |
YTD |
|
|
+58.27% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
9.670 |
9.670 |
1M High / 1M Low: |
10.290 |
9.350 |
6M High / 6M Low: |
15.880 |
7.330 |
High (YTD): |
19/06/2024 |
15.880 |
Low (YTD): |
05/01/2024 |
5.730 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
9.670 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
9.767 |
Avg. volume 1M: |
|
6.667 |
Avg. price 6M: |
|
10.956 |
Avg. volume 6M: |
|
.952 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
54.39% |
Volatility 6M: |
|
73.05% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |