BNP Paribas Call 2900 PCE1 20.09.2024
/ DE000PC1GRP5
BNP Paribas Call 2900 PCE1 20.09..../ DE000PC1GRP5 /
| 2024-07-23 8:56:33 AM |
Chg.- |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.49EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
BOOKING HLDGS DL... |
2,900.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
PC1GRP |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BOOKING HLDGS DL-,008 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,900.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-08 |
| Last trading day: |
2024-07-24 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.88 |
| Intrinsic value: |
5.71 |
| Implied volatility: |
1.33 |
| Historic volatility: |
0.23 |
| Parity: |
5.71 |
| Time value: |
3.91 |
| Break-even: |
3,862.00 |
| Moneyness: |
1.20 |
| Premium: |
0.11 |
| Premium p.a.: |
1.12 |
| Spread abs.: |
0.03 |
| Spread %: |
0.31% |
| Delta: |
0.73 |
| Theta: |
-5.65 |
| Omega: |
2.64 |
| Rho: |
2.25 |
Quote data
| Open: |
9.49 |
| High: |
9.49 |
| Low: |
9.49 |
| Previous Close: |
10.25 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-12.94% |
| 3 Months |
|
|
+41.85% |
| YTD |
|
|
+20.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.49 |
9.49 |
| 1M High / 1M Low: |
11.27 |
9.43 |
| 6M High / 6M Low: |
11.27 |
5.91 |
| High (YTD): |
2024-07-17 |
11.27 |
| Low (YTD): |
2024-04-19 |
5.91 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.49 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
10.18 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.39 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.96% |
| Volatility 6M: |
|
90.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
