BNP Paribas Call 2800 PCE1 20.09.2024
/ DE000PC1GRM2
BNP Paribas Call 2800 PCE1 20.09..../ DE000PC1GRM2 /
| 2024-07-23 9:50:25 PM |
Chg.-0.010 |
Bid9:59:54 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.520EUR |
-0.09% |
-
Bid Size: - |
-
Ask Size: - |
BOOKING HLDGS DL... |
2,800.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
PC1GRM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BOOKING HLDGS DL-,008 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,800.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-08 |
| Last trading day: |
2024-07-24 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.26 |
| Intrinsic value: |
6.09 |
| Implied volatility: |
1.47 |
| Historic volatility: |
0.23 |
| Parity: |
6.09 |
| Time value: |
4.41 |
| Break-even: |
3,850.00 |
| Moneyness: |
1.22 |
| Premium: |
0.13 |
| Premium p.a.: |
1.24 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.74 |
| Theta: |
-5.90 |
| Omega: |
2.40 |
| Rho: |
2.21 |
Quote data
| Open: |
10.380 |
| High: |
10.690 |
| Low: |
10.320 |
| Previous Close: |
10.530 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.10% |
| 1 Month |
|
|
-6.90% |
| 3 Months |
|
|
+39.89% |
| YTD |
|
|
+21.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.530 |
10.520 |
| 1M High / 1M Low: |
12.460 |
10.430 |
| 6M High / 6M Low: |
12.460 |
6.900 |
| High (YTD): |
2024-07-16 |
12.460 |
| Low (YTD): |
2024-04-19 |
6.900 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.525 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
11.038 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
9.241 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.95% |
| Volatility 6M: |
|
84.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
