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BNP Paribas Call 150 HLT 19.12.20.../  DE000PC1D1S4  /

Frankfurt Zert./BNP
2024-06-11  12:21:06 PM Chg.-0.060 Bid12:34:27 PM Ask12:34:27 PM Underlying Strike price Expiration date Option type
6.600EUR -0.90% 6.620
Bid Size: 2,000		 6.860
Ask Size: 2,000		 Hilton Worldwide Hol... 150.00 USD 2025-12-19 Call
 

Master data

WKN: PC1D1S
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Hilton Worldwide Holdings Inc New
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 2025-12-19
Issue date: 2023-12-08
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.84
Leverage: Yes

Calculated values

Fair value: 5.91
Intrinsic value: 5.09
Implied volatility: 0.37
Historic volatility: 0.17
Parity: 5.09
Time value: 1.62
Break-even: 206.46
Moneyness: 1.37
Premium: 0.08
Premium p.a.: 0.05
Spread abs.: 0.03
Spread %: 0.45%
Delta: 0.85
Theta: -0.03
Omega: 2.41
Rho: 1.44
 

Quote data

Open: 6.650
High: 6.660
Low: 6.600
Previous Close: 6.660
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+5.60%
1 Month
  -4.62%
3 Months  
+1.69%
YTD  
+38.08%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.660 6.220
1M High / 1M Low: 6.770 5.900
6M High / 6M Low: 7.480 4.390
High (YTD): 2024-03-27 7.480
Low (YTD): 2024-01-04 4.670
52W High: - -
52W Low: - -
Avg. price 1W:   6.380
Avg. volume 1W:   0.000
Avg. price 1M:   6.417
Avg. volume 1M:   0.000
Avg. price 6M:   6.082
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   51.63%
Volatility 6M:   43.13%
Volatility 1Y:   -
Volatility 3Y:   -