BNP Paribas Call 2750 BKNG 20.09.2024
/ DE000PC1GRL4
BNP Paribas Call 2750 BKNG 20.09..../ DE000PC1GRL4 /
| 7/5/2024 9:50:29 PM |
Chg.+0.020 |
Bid9:59:58 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.160EUR |
+0.18% |
11.140
Bid Size: 3,000 |
-
Ask Size: - |
Booking Holdings Inc |
2,750.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
PC1GRL |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Booking Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,750.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
12/8/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
11.08 |
| Intrinsic value: |
10.89 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.23 |
| Parity: |
10.89 |
| Time value: |
0.27 |
| Break-even: |
3,653.03 |
| Moneyness: |
1.43 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.18% |
| Delta: |
0.97 |
| Theta: |
-0.54 |
| Omega: |
3.16 |
| Rho: |
5.02 |
Quote data
| Open: |
11.170 |
| High: |
11.190 |
| Low: |
10.870 |
| Previous Close: |
11.140 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.02% |
| 1 Month |
|
|
+9.63% |
| 3 Months |
|
|
+27.25% |
| YTD |
|
|
+23.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.160 |
10.890 |
| 1M High / 1M Low: |
12.180 |
10.140 |
| 6M High / 6M Low: |
12.180 |
7.300 |
| High (YTD): |
6/19/2024 |
12.180 |
| Low (YTD): |
4/19/2024 |
7.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
11.076 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
11.297 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
9.348 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
56.11% |
| Volatility 6M: |
|
80.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
