BNP Paribas Call 2750 BKNG 20.09.2024
/ DE000PC1GRL4
BNP Paribas Call 2750 BKNG 20.09..../ DE000PC1GRL4 /
05/07/2024 08:59:15 |
Chg.+0.13 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
11.18EUR |
+1.18% |
- Bid Size: - |
- Ask Size: - |
Booking Holdings Inc |
2,750.00 USD |
20/09/2024 |
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: |
20/09/2024 |
Issue date: |
08/12/2023 |
Last trading day: |
19/09/2024 |
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: |
11.18 |
High: |
11.18 |
Low: |
11.18 |
Previous Close: |
11.05 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.81% |
1 Month |
|
|
+9.82% |
3 Months |
|
|
+36.01% |
YTD |
|
|
+24.50% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
11.93 |
10.79 |
1M High / 1M Low: |
12.26 |
10.11 |
6M High / 6M Low: |
12.26 |
7.06 |
High (YTD): |
28/06/2024 |
12.26 |
Low (YTD): |
19/04/2024 |
7.06 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
11.22 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
11.31 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
9.31 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
58.36% |
Volatility 6M: |
|
79.23% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |