BNP Paribas Call 2800 BKNG 20.09.2024
/ DE000PC1GRM2
BNP Paribas Call 2800 BKNG 20.09..../ DE000PC1GRM2 /
| 05/07/2024 21:50:24 |
Chg.+0.030 |
Bid21:59:58 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.710EUR |
+0.28% |
10.690
Bid Size: 3,000 |
-
Ask Size: - |
Booking Holdings Inc |
2,800.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
PC1GRM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Booking Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,800.00 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: |
3.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.62 |
| Intrinsic value: |
10.43 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.23 |
| Parity: |
10.43 |
| Time value: |
0.30 |
| Break-even: |
3,656.16 |
| Moneyness: |
1.40 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.19% |
| Delta: |
0.97 |
| Theta: |
-0.61 |
| Omega: |
3.26 |
| Rho: |
5.05 |
Quote data
| Open: |
10.720 |
| High: |
10.740 |
| Low: |
10.420 |
| Previous Close: |
10.680 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.22% |
| 1 Month |
|
|
+9.96% |
| 3 Months |
|
|
+27.96% |
| YTD |
|
|
+23.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.710 |
10.430 |
| 1M High / 1M Low: |
11.720 |
9.690 |
| 6M High / 6M Low: |
11.720 |
6.900 |
| High (YTD): |
19/06/2024 |
11.720 |
| Low (YTD): |
19/04/2024 |
6.900 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.622 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
10.846 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
8.939 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.68% |
| Volatility 6M: |
|
83.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
