BNP Paribas Call 250 CME 20.12.2024
/ DE000PC2XUX6
BNP Paribas Call 250 CME 20.12.20.../ DE000PC2XUX6 /
8/16/2024 9:50:39 PM |
Chg.+0.004 |
Bid9:58:30 PM |
Ask9:58:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.038EUR |
+11.76% |
0.040 Bid Size: 19,000 |
0.091 Ask Size: 19,000 |
CME Group Inc |
250.00 USD |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
1/4/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
207.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.15 |
Parity: |
-3.82 |
Time value: |
0.09 |
Break-even: |
227.61 |
Moneyness: |
0.83 |
Premium: |
0.21 |
Premium p.a.: |
0.73 |
Spread abs.: |
0.05 |
Spread %: |
127.50% |
Delta: |
0.09 |
Theta: |
-0.02 |
Omega: |
18.52 |
Rho: |
0.05 |
Quote data
Open: |
0.036 |
High: |
0.047 |
Low: |
0.034 |
Previous Close: |
0.034 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-45.71% |
1 Month |
|
|
-36.67% |
3 Months |
|
|
-86.43% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.070 |
0.034 |
1M High / 1M Low: |
0.100 |
0.019 |
6M High / 6M Low: |
0.780 |
0.001 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.052 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.049 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.281 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
836.87% |
Volatility 6M: |
|
6,834.82% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |