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BNP Paribas Call 3400 BKNG 20.09..../  DE000PC1GR01  /

Frankfurt Zert./BNP
7/30/2024  8:20:51 PM Chg.-0.290 Bid8:43:42 PM Ask8:43:42 PM Underlying Strike price Expiration date Option type
3.660EUR -7.34% 3.640
Bid Size: 8,000		 3.660
Ask Size: 8,000		 Booking Holdings Inc 3,400.00 USD 9/20/2024 Call
 

Master data

WKN: PC1GR0
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Booking Holdings Inc
Type: Warrant
Option type: Call
Strike price: 3,400.00 USD
Maturity: 9/20/2024
Issue date: 12/8/2023
Last trading day: 9/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 8.76
Leverage: Yes

Calculated values

Fair value: 3.61
Intrinsic value: 3.28
Implied volatility: 0.35
Historic volatility: 0.23
Parity: 3.28
Time value: 0.68
Break-even: 3,538.56
Moneyness: 1.10
Premium: 0.02
Premium p.a.: 0.15
Spread abs.: 0.02
Spread %: 0.51%
Delta: 0.81
Theta: -1.43
Omega: 7.07
Rho: 3.42
 

Quote data

Open: 3.930
High: 4.050
Low: 3.420
Previous Close: 3.950
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -30.42%
1 Month
  -39.10%
3 Months  
+18.83%
YTD
  -23.11%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.260 3.450
1M High / 1M Low: 7.130 3.450
6M High / 6M Low: 7.130 2.910
High (YTD): 7/16/2024 7.130
Low (YTD): 5/2/2024 2.910
52W High: - -
52W Low: - -
Avg. price 1W:   4.158
Avg. volume 1W:   0.000
Avg. price 1M:   5.418
Avg. volume 1M:   0.000
Avg. price 6M:   4.656
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   154.13%
Volatility 6M:   138.22%
Volatility 1Y:   -
Volatility 3Y:   -