BNP Paribas Call 240 CME 20.12.2024
/ DE000PC2XUY4
BNP Paribas Call 240 CME 20.12.20.../ DE000PC2XUY4 /
| 8/16/2024 9:50:29 PM |
Chg.+0.010 |
Bid9:54:52 PM |
Ask9:54:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
+11.11% |
0.100
Bid Size: 11,000 |
0.150
Ask Size: 11,000 |
CME Group Inc |
240.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
PC2XUY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CME Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 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: |
125.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.15 |
| Parity: |
-2.91 |
| Time value: |
0.15 |
| Break-even: |
219.13 |
| Moneyness: |
0.87 |
| Premium: |
0.16 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.05 |
| Spread %: |
50.00% |
| Delta: |
0.14 |
| Theta: |
-0.02 |
| Omega: |
17.76 |
| Rho: |
0.09 |
Quote data
| Open: |
0.090 |
| High: |
0.110 |
| Low: |
0.080 |
| Previous Close: |
0.090 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.33% |
| 1 Month |
|
|
-23.08% |
| 3 Months |
|
|
-78.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.090 |
| 1M High / 1M Low: |
0.190 |
0.049 |
| 6M High / 6M Low: |
1.090 |
0.049 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.122 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.111 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.439 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
469.47% |
| Volatility 6M: |
|
283.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
