BNP Paribas Call 250 CME 20.12.2024
/ DE000PC2XUX6
BNP Paribas Call 250 CME 20.12.20.../ DE000PC2XUX6 /
| 18/10/2024 21:50:38 |
Chg.+0.010 |
Bid21:54:11 |
Ask21:54:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
+7.69% |
0.130
Bid Size: 10,000 |
0.180
Ask Size: 10,000 |
CME Group Inc |
250.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PC2XUX |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CME Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 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: |
116.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.15 |
| Parity: |
-1.99 |
| Time value: |
0.18 |
| Break-even: |
231.84 |
| Moneyness: |
0.91 |
| Premium: |
0.10 |
| Premium p.a.: |
0.79 |
| Spread abs.: |
0.05 |
| Spread %: |
38.46% |
| Delta: |
0.18 |
| Theta: |
-0.04 |
| Omega: |
21.31 |
| Rho: |
0.06 |
Quote data
| Open: |
0.120 |
| High: |
0.150 |
| Low: |
0.110 |
| Previous Close: |
0.130 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+100.00% |
| 1 Month |
|
|
+366.67% |
| 3 Months |
|
|
+211.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.090 |
| 1M High / 1M Low: |
0.140 |
0.010 |
| 6M High / 6M Low: |
0.520 |
0.001 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.118 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.085 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.120 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,845.19% |
| Volatility 6M: |
|
6,869.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
