BNP Paribas Call 2750 PCE1 20.09.2024
/ DE000PC1GRL4
BNP Paribas Call 2750 PCE1 20.09..../ DE000PC1GRL4 /
| 23/07/2024 21:50:25 |
Chg.-0.010 |
Bid21:59:54 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.970EUR |
-0.09% |
-
Bid Size: - |
-
Ask Size: - |
BOOKING HLDGS DL... |
2,750.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
PC1GRL |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BOOKING HLDGS DL-,008 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,750.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
08/12/2023 |
| Last trading day: |
24/07/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.05 |
| Intrinsic value: |
6.90 |
| Implied volatility: |
1.52 |
| Historic volatility: |
0.23 |
| Parity: |
6.90 |
| Time value: |
4.05 |
| Break-even: |
3,845.00 |
| Moneyness: |
1.25 |
| Premium: |
0.12 |
| Premium p.a.: |
1.22 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.75 |
| Theta: |
-6.17 |
| Omega: |
2.37 |
| Rho: |
2.09 |
Quote data
| Open: |
10.830 |
| High: |
11.150 |
| Low: |
10.770 |
| Previous Close: |
10.980 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-6.64% |
| 3 Months |
|
|
+45.11% |
| YTD |
|
|
+21.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
12.920 |
10.890 |
| 6M High / 6M Low: |
12.920 |
7.300 |
| High (YTD): |
16/07/2024 |
12.920 |
| Low (YTD): |
19/04/2024 |
7.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
11.490 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
9.669 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
66.67% |
| Volatility 6M: |
|
82.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
