BNP Paribas Call 3450 BKNG 20.09..../  DE000PC1GR19  /

EUWAX
2024-07-30  8:58:07 AM Chg.+0.23 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
3.59EUR +6.85% -
Bid Size: -
-
Ask Size: -
Booking Holdings Inc 3,450.00 USD 2024-09-20 Call
 

Master data

WKN: PC1GR1
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Booking Holdings Inc
Type: Warrant
Option type: Call
Strike price: 3,450.00 USD
Maturity: 2024-09-20
Issue date: 2023-12-08
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 9.64
Leverage: Yes

Calculated values

Fair value: 3.22
Intrinsic value: 2.82
Implied volatility: 0.34
Historic volatility: 0.23
Parity: 2.82
Time value: 0.78
Break-even: 3,548.78
Moneyness: 1.09
Premium: 0.02
Premium p.a.: 0.17
Spread abs.: 0.02
Spread %: 0.56%
Delta: 0.78
Theta: -1.52
Omega: 7.49
Rho: 3.33
 

Quote data

Open: 3.59
High: 3.59
Low: 3.59
Previous Close: 3.36
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -24.26%
1 Month
  -40.76%
3 Months  
+17.70%
YTD
  -19.51%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.74 3.06
1M High / 1M Low: 6.43 3.06
6M High / 6M Low: 6.43 2.52
High (YTD): 2024-07-17 6.43
Low (YTD): 2024-05-02 2.52
52W High: - -
52W Low: - -
Avg. price 1W:   3.96
Avg. volume 1W:   0.00
Avg. price 1M:   5.10
Avg. volume 1M:   0.00
Avg. price 6M:   4.32
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   176.19%
Volatility 6M:   145.24%
Volatility 1Y:   -
Volatility 3Y:   -