BNP Paribas Call 250 CRWD 20.12.2.../  DE000PC1HX85  /

Frankfurt Zert./BNP
9/9/2024  4:55:31 PM Chg.-0.130 Bid4:59:20 PM Ask4:59:20 PM Underlying Strike price Expiration date Option type
2.310EUR -5.33% 2.250
Bid Size: 18,000
2.290
Ask Size: 18,000
CrowdStrike Holdings... 250.00 USD 12/20/2024 Call
 

Master data

WKN: PC1HX8
Issuer: BNP PARIBAS
Currency: EUR
Underlying: CrowdStrike Holdings Inc
Type: Warrant
Option type: Call
Strike price: 250.00 USD
Maturity: 12/20/2024
Issue date: 12/11/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.15
Leverage: Yes

Calculated values

Fair value: 1.83
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.40
Parity: -0.33
Time value: 2.43
Break-even: 249.80
Moneyness: 0.99
Premium: 0.12
Premium p.a.: 0.52
Spread abs.: 0.04
Spread %: 1.67%
Delta: 0.55
Theta: -0.13
Omega: 5.02
Rho: 0.27
 

Quote data

Open: 2.340
High: 2.510
Low: 2.290
Previous Close: 2.440
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -46.40%
1 Month
  -17.50%
3 Months
  -78.47%
YTD
  -50.22%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.310 2.440
1M High / 1M Low: 4.310 2.440
6M High / 6M Low: 14.600 1.820
High (YTD): 6/17/2024 14.600
Low (YTD): 8/2/2024 1.820
52W High: - -
52W Low: - -
Avg. price 1W:   3.244
Avg. volume 1W:   0.000
Avg. price 1M:   3.579
Avg. volume 1M:   0.000
Avg. price 6M:   8.377
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   146.31%
Volatility 6M:   145.79%
Volatility 1Y:   -
Volatility 3Y:   -