BNP Paribas Call 2900 PCE1 20.09.2024
/ DE000PC1GRP5
BNP Paribas Call 2900 PCE1 20.09..../ DE000PC1GRP5 /
23/07/2024 08:56:33 |
Chg.- |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
9.49EUR |
- |
- Bid Size: - |
- Ask Size: - |
BOOKING HLDGS DL... |
2,900.00 - |
20/09/2024 |
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: |
20/09/2024 |
Issue date: |
08/12/2023 |
Last trading day: |
24/07/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.61 |
Intrinsic value: |
3.45 |
Implied volatility: |
2.02 |
Historic volatility: |
0.23 |
Parity: |
3.45 |
Time value: |
6.17 |
Break-even: |
3,862.00 |
Moneyness: |
1.12 |
Premium: |
0.19 |
Premium p.a.: |
4.58 |
Spread abs.: |
0.03 |
Spread %: |
0.31% |
Delta: |
0.69 |
Theta: |
-10.03 |
Omega: |
2.33 |
Rho: |
1.30 |
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 |
|
|
-12.13% |
3 Months |
|
|
+8.71% |
YTD |
|
|
+20.13% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
11.27 |
9.49 |
6M High / 6M Low: |
11.27 |
5.91 |
High (YTD): |
17/07/2024 |
11.27 |
Low (YTD): |
19/04/2024 |
5.91 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
10.47 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
8.37 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
92.17% |
Volatility 6M: |
|
93.11% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |