BNP Paribas Call 260 MAR 17.01.2025
/ DE000PC2Z3J2
BNP Paribas Call 260 MAR 17.01.20.../ DE000PC2Z3J2 /
| 2024-12-12 8:47:59 AM |
Chg.- |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.17EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Marriott Internation... |
260.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
PC2Z3J |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Marriott International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-01-05 |
| Last trading day: |
2024-12-13 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.43 |
| Intrinsic value: |
1.23 |
| Implied volatility: |
1.02 |
| Historic volatility: |
0.20 |
| Parity: |
1.23 |
| Time value: |
2.39 |
| Break-even: |
296.20 |
| Moneyness: |
1.05 |
| Premium: |
0.09 |
| Premium p.a.: |
2.12 |
| Spread abs.: |
0.54 |
| Spread %: |
17.53% |
| Delta: |
0.62 |
| Theta: |
-0.54 |
| Omega: |
4.68 |
| Rho: |
0.10 |
Quote data
| Open: |
3.17 |
| High: |
3.17 |
| Low: |
3.17 |
| Previous Close: |
2.87 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+16.97% |
| 3 Months |
|
|
+306.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.33 |
2.71 |
| 6M High / 6M Low: |
3.33 |
0.25 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.29 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.82% |
| Volatility 6M: |
|
223.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
