BNP Paribas Call 2850 PCE1 20.09.2024
/ DE000PC1GRN0
BNP Paribas Call 2850 PCE1 20.09..../ DE000PC1GRN0 /
| 7/23/2024 9:50:25 PM |
Chg.0.000 |
Bid9:59:54 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.070EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
BOOKING HLDGS DL... |
2,850.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
PC1GRN |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BOOKING HLDGS DL-,008 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,850.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
12/8/2023 |
| Last trading day: |
7/24/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.37 |
| Intrinsic value: |
6.21 |
| Implied volatility: |
1.37 |
| Historic volatility: |
0.23 |
| Parity: |
6.21 |
| Time value: |
3.86 |
| Break-even: |
3,857.00 |
| Moneyness: |
1.22 |
| Premium: |
0.11 |
| Premium p.a.: |
1.10 |
| Spread abs.: |
0.02 |
| Spread %: |
0.20% |
| Delta: |
0.74 |
| Theta: |
-5.72 |
| Omega: |
2.56 |
| Rho: |
2.23 |
Quote data
| Open: |
9.930 |
| High: |
10.240 |
| Low: |
9.870 |
| Previous Close: |
10.070 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-7.10% |
| 3 Months |
|
|
+48.96% |
| YTD |
|
|
+21.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
12.010 |
9.980 |
| 6M High / 6M Low: |
12.010 |
6.520 |
| High (YTD): |
7/16/2024 |
12.010 |
| Low (YTD): |
4/19/2024 |
6.520 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
10.586 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
8.837 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.66% |
| Volatility 6M: |
|
88.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
