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BNP Paribas Call 3500 BKNG 20.09..../  DE000PC1GR27  /

Frankfurt Zert./BNP
7/16/2024  8:50:44 AM Chg.+0.020 Bid9:07:46 AM Ask9:07:46 AM Underlying Strike price Expiration date Option type
6.010EUR +0.33% 6.000
Bid Size: 750		 6.050
Ask Size: 750		 Booking Holdings Inc 3,500.00 USD 9/20/2024 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: 9/20/2024
Issue date: 12/8/2023
Last trading day: 9/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 6.84
Leverage: Yes

Calculated values

Fair value: 5.15
Intrinsic value: 4.84
Implied volatility: 0.33
Historic volatility: 0.23
Parity: 4.84
Time value: 0.57
Break-even: 3,756.23
Moneyness: 1.15
Premium: 0.02
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 0.37%
Delta: 0.87
Theta: -1.08
Omega: 5.94
Rho: 4.91
 

Quote data

Open: 6.020
High: 6.020
Low: 6.010
Previous Close: 5.990
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+15.58%
1 Month  
+36.90%
3 Months  
+110.14%
YTD  
+42.42%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.990 4.700
1M High / 1M Low: 5.990 4.440
6M High / 6M Low: 6.320 2.420
High (YTD): 2/22/2024 6.320
Low (YTD): 5/2/2024 2.420
52W High: - -
52W Low: - -
Avg. price 1W:   5.278
Avg. volume 1W:   0.000
Avg. price 1M:   5.171
Avg. volume 1M:   0.000
Avg. price 6M:   3.980
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   111.01%
Volatility 6M:   141.05%
Volatility 1Y:   -
Volatility 3Y:   -