BNP Paribas Call 2950 PCE1 20.09.2024
/ DE000PC1GRQ3
BNP Paribas Call 2950 PCE1 20.09..../ DE000PC1GRQ3 /
7/23/2024 8:56:33 AM |
Chg.- |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
9.04EUR |
- |
- Bid Size: - |
- Ask Size: - |
BOOKING HLDGS DL... |
2,950.00 - |
9/20/2024 |
Call |
Master data
WKN: |
PC1GRQ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
BOOKING HLDGS DL-,008 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2,950.00 - |
Maturity: |
9/20/2024 |
Issue date: |
12/8/2023 |
Last trading day: |
7/24/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.39 |
Intrinsic value: |
5.21 |
Implied volatility: |
1.28 |
Historic volatility: |
0.23 |
Parity: |
5.21 |
Time value: |
3.96 |
Break-even: |
3,867.00 |
Moneyness: |
1.18 |
Premium: |
0.11 |
Premium p.a.: |
1.14 |
Spread abs.: |
0.03 |
Spread %: |
0.33% |
Delta: |
0.72 |
Theta: |
-5.59 |
Omega: |
2.73 |
Rho: |
2.26 |
Quote data
Open: |
9.04 |
High: |
9.04 |
Low: |
9.04 |
Previous Close: |
9.80 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-13.41% |
3 Months |
|
|
+43.26% |
YTD |
|
|
+19.74% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
10.82 |
8.98 |
6M High / 6M Low: |
10.82 |
5.55 |
High (YTD): |
7/17/2024 |
10.82 |
Low (YTD): |
4/19/2024 |
5.55 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
9.73 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
7.99 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
96.01% |
Volatility 6M: |
|
94.36% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |