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BNP Paribas Call 3650 BKNG 20.09..../  DE000PC1GR50  /

Frankfurt Zert./BNP
30/07/2024  21:50:29 Chg.-0.200 Bid21:59:21 Ask21:59:21 Underlying Strike price Expiration date Option type
2.110EUR -8.66% 2.080
Bid Size: 5,500		 2.100
Ask Size: 5,500		 Booking Holdings Inc 3,650.00 USD 20/09/2024 Call
 

Master data

WKN: PC1GR5
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Booking Holdings Inc
Type: Warrant
Option type: Call
Strike price: 3,650.00 USD
Maturity: 20/09/2024
Issue date: 08/12/2023
Last trading day: 19/09/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 14.96
Leverage: Yes

Calculated values

Fair value: 1.86
Intrinsic value: 0.97
Implied volatility: 0.33
Historic volatility: 0.23
Parity: 0.97
Time value: 1.35
Break-even: 3,605.63
Moneyness: 1.03
Premium: 0.04
Premium p.a.: 0.31
Spread abs.: 0.02
Spread %: 0.87%
Delta: 0.63
Theta: -1.75
Omega: 9.43
Rho: 2.79
 

Quote data

Open: 2.290
High: 2.380
Low: 1.910
Previous Close: 2.310
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -37.39%
1 Month
  -48.16%
3 Months  
+8.21%
YTD
  -39.54%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.370 1.950
1M High / 1M Low: 5.060 1.950
6M High / 6M Low: 5.380 1.790
High (YTD): 22/02/2024 5.380
Low (YTD): 02/05/2024 1.790
52W High: - -
52W Low: - -
Avg. price 1W:   2.492
Avg. volume 1W:   0.000
Avg. price 1M:   3.550
Avg. volume 1M:   0.000
Avg. price 6M:   3.145
Avg. volume 6M:   11.811
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   199.52%
Volatility 6M:   167.77%
Volatility 1Y:   -
Volatility 3Y:   -