BNP Paribas Call 210 CME 20.12.2024
/ DE000PC2XU12
BNP Paribas Call 210 CME 20.12.20.../ DE000PC2XU12 /
| 2024-08-16 9:50:32 PM |
Chg.+0.090 |
Bid9:58:20 PM |
Ask9:58:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
+12.00% |
0.850
Bid Size: 3,530 |
0.900
Ask Size: 3,334 |
CME Group Inc |
210.00 USD |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.15 |
| Parity: |
-0.19 |
| Time value: |
0.90 |
| Break-even: |
199.43 |
| Moneyness: |
0.99 |
| Premium: |
0.06 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.05 |
| Spread %: |
5.88% |
| Delta: |
0.53 |
| Theta: |
-0.04 |
| Omega: |
11.12 |
| Rho: |
0.31 |
Quote data
| Open: |
0.760 |
| High: |
0.880 |
| Low: |
0.720 |
| Previous Close: |
0.750 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.64% |
| 1 Month |
|
|
+10.53% |
| 3 Months |
|
|
-47.83% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.750 |
| 1M High / 1M Low: |
0.980 |
0.430 |
| 6M High / 6M Low: |
2.520 |
0.430 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.876 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.744 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.383 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
218.57% |
| Volatility 6M: |
|
147.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
