BNP Paribas Call 150 HLT 20.12.2024
/ DE000PC1D1L9
BNP Paribas Call 150 HLT 20.12.20.../ DE000PC1D1L9 /
| 17/05/2024 21:50:32 |
Chg.-0.190 |
Bid21:59:49 |
Ask21:59:49 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.600EUR |
-3.28% |
5.570
Bid Size: 5,000 |
5.600
Ask Size: 5,000 |
Hilton Worldwide Hol... |
150.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PC1D1L |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Hilton Worldwide Holdings Inc New |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
08/12/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.30 |
| Intrinsic value: |
4.99 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.18 |
| Parity: |
4.99 |
| Time value: |
0.61 |
| Break-even: |
194.01 |
| Moneyness: |
1.36 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
0.54% |
| Delta: |
0.90 |
| Theta: |
-0.03 |
| Omega: |
3.01 |
| Rho: |
0.67 |
Quote data
| Open: |
5.730 |
| High: |
5.800 |
| Low: |
5.600 |
| Previous Close: |
5.790 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.20% |
| 1 Month |
|
|
+12.45% |
| 3 Months |
|
|
+5.26% |
| YTD |
|
|
+40.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.800 |
5.600 |
| 1M High / 1M Low: |
5.970 |
4.980 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
27/03/2024 |
6.600 |
| Low (YTD): |
03/01/2024 |
3.860 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.692 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.454 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
66.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
