BNP Paribas Call 3700 BKNG 20.09..../  DE000PC1GR68  /

Frankfurt Zert./BNP
7/5/2024  9:50:33 PM Chg.+0.040 Bid9:59:56 PM Ask9:59:56 PM Underlying Strike price Expiration date Option type
3.280EUR +1.23% 3.270
Bid Size: 4,000
3.290
Ask Size: 4,000
Booking Holdings Inc 3,700.00 USD 9/20/2024 Call
 

Master data

WKN: PC1GR6
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Booking Holdings Inc
Type: Warrant
Option type: Call
Strike price: 3,700.00 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: 11.02
Leverage: Yes

Calculated values

Fair value: 2.96
Intrinsic value: 2.12
Implied volatility: 0.29
Historic volatility: 0.23
Parity: 2.12
Time value: 1.17
Break-even: 3,742.46
Moneyness: 1.06
Premium: 0.03
Premium p.a.: 0.16
Spread abs.: 0.02
Spread %: 0.61%
Delta: 0.72
Theta: -1.30
Omega: 7.91
Rho: 4.73
 

Quote data

Open: 3.280
High: 3.290
Low: 3.060
Previous Close: 3.240
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.83%
1 Month  
+16.73%
3 Months  
+26.15%
YTD  
+0.31%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.280 3.060
1M High / 1M Low: 4.210 2.720
6M High / 6M Low: 5.080 1.610
High (YTD): 2/22/2024 5.080
Low (YTD): 5/2/2024 1.610
52W High: - -
52W Low: - -
Avg. price 1W:   3.200
Avg. volume 1W:   0.000
Avg. price 1M:   3.474
Avg. volume 1M:   0.000
Avg. price 6M:   2.842
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   144.33%
Volatility 6M:   158.43%
Volatility 1Y:   -
Volatility 3Y:   -