BNP Paribas Call 220 CME 20.09.2024
/ DE000PC39JM3
BNP Paribas Call 220 CME 20.09.20.../ DE000PC39JM3 /
| 2024-08-16 9:50:26 PM |
Chg.+0.013 |
Bid9:55:34 PM |
Ask9:55:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.050EUR |
+35.14% |
0.060
Bid Size: 10,000 |
0.110
Ask Size: 10,000 |
CME Group Inc |
220.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC39JM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CME Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
171.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.15 |
| Parity: |
-1.10 |
| Time value: |
0.11 |
| Break-even: |
200.60 |
| Moneyness: |
0.94 |
| Premium: |
0.06 |
| Premium p.a.: |
0.95 |
| Spread abs.: |
0.05 |
| Spread %: |
83.33% |
| Delta: |
0.19 |
| Theta: |
-0.05 |
| Omega: |
32.16 |
| Rho: |
0.03 |
Quote data
| Open: |
0.037 |
| High: |
0.070 |
| Low: |
0.027 |
| Previous Close: |
0.037 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.00% |
| 1 Month |
|
|
-58.33% |
| 3 Months |
|
|
-93.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.037 |
| 1M High / 1M Low: |
0.130 |
0.010 |
| 6M High / 6M Low: |
1.530 |
0.010 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.073 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.074 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.594 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,046.25% |
| Volatility 6M: |
|
553.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
