BNP Paribas Call 52 CMG 20.09.2024
/ DE000PC39UH0
BNP Paribas Call 52 CMG 20.09.202.../ DE000PC39UH0 /
| 09/08/2024 21:50:29 |
Chg.+0.270 |
Bid21:59:52 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.230EUR |
+13.78% |
2.250
Bid Size: 3,500 |
-
Ask Size: - |
Chipotle Mexican Gri... |
52.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
PC39UH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Chipotle Mexican Grill Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
31/01/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
2:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.89 |
| Intrinsic value: |
1.63 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.22 |
| Parity: |
1.63 |
| Time value: |
0.62 |
| Break-even: |
52.14 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.74 |
| Theta: |
-0.03 |
| Omega: |
8.34 |
| Rho: |
0.04 |
Quote data
| Open: |
1.910 |
| High: |
2.480 |
| Low: |
1.910 |
| Previous Close: |
1.960 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+46.71% |
| 1 Month |
|
|
-40.85% |
| 3 Months |
|
|
-66.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.230 |
1.480 |
| 1M High / 1M Low: |
3.770 |
0.860 |
| 6M High / 6M Low: |
8.680 |
0.860 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.904 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.112 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.334 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
324.82% |
| Volatility 6M: |
|
173.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
