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

Frankfurt Zert./BNP
7/31/2024  4:35:28 PM Chg.+0.020 Bid4:49:28 PM Ask4:49:28 PM Underlying Strike price Expiration date Option type
2.130EUR +0.95% 2.190
Bid Size: 10,000		 2.210
Ask Size: 10,000		 Booking Holdings Inc 3,650.00 USD 9/20/2024 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: 9/20/2024
Issue date: 12/8/2023
Last trading day: 9/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 16.38
Leverage: Yes

Calculated values

Fair value: 1.65
Intrinsic value: 0.66
Implied volatility: 0.33
Historic volatility: 0.23
Parity: 0.66
Time value: 1.44
Break-even: 3,584.74
Moneyness: 1.02
Premium: 0.04
Premium p.a.: 0.34
Spread abs.: 0.02
Spread %: 0.96%
Delta: 0.60
Theta: -1.77
Omega: 9.87
Rho: 2.60
 

Quote data

Open: 2.360
High: 2.420
Low: 2.130
Previous Close: 2.110
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -47.67%
3 Months  
+9.23%
YTD
  -38.97%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.840 1.950
1M High / 1M Low: 5.060 1.950
6M High / 6M Low: 5.380 1.790
High (YTD): 2/22/2024 5.380
Low (YTD): 5/2/2024 1.790
52W High: - -
52W Low: - -
Avg. price 1W:   2.240
Avg. volume 1W:   0.000
Avg. price 1M:   3.485
Avg. volume 1M:   0.000
Avg. price 6M:   3.137
Avg. volume 6M:   11.811
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   196.22%
Volatility 6M:   167.75%
Volatility 1Y:   -
Volatility 3Y:   -