BNP Paribas Call 3500 BKNG 20.09.2024
/ DE000PC1GR27
BNP Paribas Call 3500 BKNG 20.09..../ DE000PC1GR27 /
2024-06-27 9:50:42 PM |
Chg.+0.190 |
Bid9:59:22 PM |
Ask9:59:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.580EUR |
+3.53% |
5.550 Bid Size: 3,500 |
5.570 Ask Size: 3,500 |
Booking Holdings Inc |
3,500.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
PC1GR2 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Booking Holdings Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3,500.00 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: |
6.94 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.01 |
Intrinsic value: |
4.52 |
Implied volatility: |
0.33 |
Historic volatility: |
0.24 |
Parity: |
4.52 |
Time value: |
0.85 |
Break-even: |
3,814.18 |
Moneyness: |
1.14 |
Premium: |
0.02 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.02 |
Spread %: |
0.37% |
Delta: |
0.83 |
Theta: |
-1.13 |
Omega: |
5.76 |
Rho: |
5.95 |
Quote data
Open: |
5.320 |
High: |
5.770 |
Low: |
5.260 |
Previous Close: |
5.390 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+6.29% |
1 Month |
|
|
+32.23% |
3 Months |
|
|
+40.91% |
YTD |
|
|
+32.23% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.570 |
5.250 |
1M High / 1M Low: |
5.690 |
3.740 |
6M High / 6M Low: |
6.320 |
2.420 |
High (YTD): |
2024-02-22 |
6.320 |
Low (YTD): |
2024-05-02 |
2.420 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.396 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.526 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.852 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
101.22% |
Volatility 6M: |
|
137.68% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |