BNP Paribas Call 240 CME 17.01.2025
/ DE000PC2XU53
BNP Paribas Call 240 CME 17.01.20.../ DE000PC2XU53 /
| 7/18/2024 5:21:07 PM |
Chg.+0.020 |
Bid7/18/2024 |
Ask7/18/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
+13.33% |
0.170
Bid Size: 20,000 |
0.220
Ask Size: 20,000 |
CME Group Inc |
240.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
PC2XU5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CME Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
1/4/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
87.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.15 |
| Parity: |
-3.52 |
| Time value: |
0.21 |
| Break-even: |
221.47 |
| Moneyness: |
0.84 |
| Premium: |
0.20 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.05 |
| Spread %: |
31.25% |
| Delta: |
0.16 |
| Theta: |
-0.02 |
| Omega: |
13.89 |
| Rho: |
0.14 |
Quote data
| Open: |
0.160 |
| High: |
0.170 |
| Low: |
0.150 |
| Previous Close: |
0.150 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+41.67% |
| 1 Month |
|
|
-10.53% |
| 3 Months |
|
|
-73.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.090 |
| 1M High / 1M Low: |
0.200 |
0.090 |
| 6M High / 6M Low: |
1.120 |
0.090 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.116 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.132 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.560 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
330.94% |
| Volatility 6M: |
|
197.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
