BNP Paribas Call 250 CME 17.01.2025
/ DE000PC2XU46
BNP Paribas Call 250 CME 17.01.20.../ DE000PC2XU46 /
| 8/16/2024 8:38:15 AM |
Chg.-0.030 |
Bid10:00:25 PM |
Ask10:00:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.070EUR |
-30.00% |
-
Bid Size: - |
-
Ask Size: - |
CME Group Inc |
250.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
PC2XU4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CME Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 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: |
145.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.15 |
| Parity: |
-3.82 |
| Time value: |
0.13 |
| Break-even: |
228.00 |
| Moneyness: |
0.83 |
| Premium: |
0.21 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
0.05 |
| Spread %: |
62.50% |
| Delta: |
0.11 |
| Theta: |
-0.02 |
| Omega: |
16.39 |
| Rho: |
0.08 |
Quote data
| Open: |
0.070 |
| High: |
0.070 |
| Low: |
0.070 |
| Previous Close: |
0.100 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.00% |
| 1 Month |
|
|
+16.67% |
| 3 Months |
|
|
-77.42% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.070 |
| 1M High / 1M Low: |
0.130 |
0.010 |
| 6M High / 6M Low: |
0.800 |
0.010 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.096 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.074 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.317 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
2,241.46% |
| Volatility 6M: |
|
972.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
