BNP Paribas Call 240 CME 20.12.2024
/ DE000PC2XUY4
BNP Paribas Call 240 CME 20.12.20.../ DE000PC2XUY4 /
| 18/07/2024 08:34:40 |
Chg.+0.050 |
Bid17:17:45 |
Ask17:17:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
+62.50% |
0.140
Bid Size: 22,000 |
0.190
Ask Size: 22,000 |
CME Group Inc |
240.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
04/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
102.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.15 |
| Parity: |
-3.52 |
| Time value: |
0.18 |
| Break-even: |
221.17 |
| Moneyness: |
0.84 |
| Premium: |
0.20 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.05 |
| Spread %: |
38.46% |
| Delta: |
0.14 |
| Theta: |
-0.02 |
| Omega: |
14.71 |
| Rho: |
0.10 |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.130 |
| Previous Close: |
0.080 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+62.50% |
| 1 Month |
|
|
-27.78% |
| 3 Months |
|
|
-77.19% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.090 |
0.060 |
| 1M High / 1M Low: |
0.180 |
0.050 |
| 6M High / 6M Low: |
1.070 |
0.050 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.080 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.107 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.536 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
535.40% |
| Volatility 6M: |
|
272.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
