BNP Paribas Call 3650 BKNG 20.09.2024
/ DE000PC1GR50
BNP Paribas Call 3650 BKNG 20.09..../ DE000PC1GR50 /
| 05/07/2024 21:50:28 |
Chg.+0.050 |
Bid21:59:58 |
Ask21:59:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.620EUR |
+1.40% |
-
Bid Size: - |
-
Ask Size: - |
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: |
10.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.30 |
| Intrinsic value: |
2.58 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.23 |
| Parity: |
2.58 |
| Time value: |
1.04 |
| Break-even: |
3,729.33 |
| Moneyness: |
1.08 |
| Premium: |
0.03 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
0.56% |
| Delta: |
0.75 |
| Theta: |
-1.26 |
| Omega: |
7.51 |
| Rho: |
4.90 |
Quote data
| Open: |
3.610 |
| High: |
3.630 |
| Low: |
3.380 |
| Previous Close: |
3.570 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.10% |
| 1 Month |
|
|
+16.77% |
| 3 Months |
|
|
+27.92% |
| YTD |
|
|
+3.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.620 |
3.380 |
| 1M High / 1M Low: |
4.560 |
3.010 |
| 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: |
|
3.530 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.841 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.084 |
| Avg. volume 6M: |
|
11.811 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.68% |
| Volatility 6M: |
|
153.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
