BNP Paribas Call 3650 BKNG 20.09.2024
/ DE000PC1GR50
BNP Paribas Call 3650 BKNG 20.09..../ DE000PC1GR50 /
| 7/5/2024 8:59:15 AM |
Chg.+0.11 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.61EUR |
+3.14% |
-
Bid Size: - |
-
Ask Size: - |
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: |
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: |
3.61 |
| High: |
3.61 |
| Low: |
3.61 |
| Previous Close: |
3.50 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.60% |
| 1 Month |
|
|
+14.60% |
| 3 Months |
|
|
+45.56% |
| YTD |
|
|
+4.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.24 |
3.30 |
| 1M High / 1M Low: |
4.49 |
3.01 |
| 6M High / 6M Low: |
4.67 |
1.70 |
| High (YTD): |
2/22/2024 |
4.67 |
| Low (YTD): |
5/2/2024 |
1.70 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.65 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.82 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.06 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.25% |
| Volatility 6M: |
|
156.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
