BNP Paribas Call 210 CME 20.12.2024
/ DE000PC2XU12
BNP Paribas Call 210 CME 20.12.20.../ DE000PC2XU12 /
| 7/18/2024 5:21:10 PM |
Chg.+0.060 |
Bid5:34:34 PM |
Ask5:34:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
+7.89% |
0.830
Bid Size: 8,000 |
0.880
Ask Size: 8,000 |
CME Group Inc |
210.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
PC2XU1 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CME Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
210.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
1/4/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
22.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.15 |
| Parity: |
-0.78 |
| Time value: |
0.83 |
| Break-even: |
200.25 |
| Moneyness: |
0.96 |
| Premium: |
0.09 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.05 |
| Spread %: |
6.41% |
| Delta: |
0.45 |
| Theta: |
-0.04 |
| Omega: |
10.09 |
| Rho: |
0.32 |
Quote data
| Open: |
0.790 |
| High: |
0.820 |
| Low: |
0.740 |
| Previous Close: |
0.760 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.67% |
| 1 Month |
|
|
+6.49% |
| 3 Months |
|
|
-52.60% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.490 |
| 1M High / 1M Low: |
0.830 |
0.490 |
| 6M High / 6M Low: |
2.520 |
0.490 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.608 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.645 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.548 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.89% |
| Volatility 6M: |
|
126.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
