BNP Paribas Call 3700 BKNG 20.09.2024
/ DE000PC1GR68
BNP Paribas Call 3700 BKNG 20.09..../ DE000PC1GR68 /
| 31/07/2024 08:56:36 |
Chg.+0.05 |
Bid12:09:12 |
Ask12:09:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.09EUR |
+2.45% |
2.13
Bid Size: 5,500 |
2.18
Ask Size: 5,500 |
Booking Holdings Inc |
3,700.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
08/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.39 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.23 |
| Parity: |
0.19 |
| Time value: |
1.65 |
| Break-even: |
3,604.97 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.02 |
| Spread %: |
1.10% |
| Delta: |
0.56 |
| Theta: |
-1.78 |
| Omega: |
10.45 |
| Rho: |
2.43 |
Quote data
| Open: |
2.09 |
| High: |
2.09 |
| Low: |
2.09 |
| Previous Close: |
2.04 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.89% |
| 1 Month |
|
|
-49.39% |
| 3 Months |
|
|
+8.85% |
| YTD |
|
|
-35.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.82 |
1.69 |
| 1M High / 1M Low: |
4.43 |
1.69 |
| 6M High / 6M Low: |
4.43 |
1.52 |
| High (YTD): |
16/07/2024 |
4.43 |
| Low (YTD): |
02/05/2024 |
1.52 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.86 |
| Avg. volume 6M: |
|
5.04 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
221.56% |
| Volatility 6M: |
|
174.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
