BNP Paribas Call 150 HLT 20.12.2024
/ DE000PC1D1L9
BNP Paribas Call 150 HLT 20.12.20.../ DE000PC1D1L9 /
| 11/06/2024 18:50:40 |
Chg.-0.010 |
Bid11/06/2024 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.620EUR |
-0.18% |
5.620
Bid Size: 10,000 |
-
Ask Size: - |
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: |
3.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.36 |
| Intrinsic value: |
5.09 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.17 |
| Parity: |
5.09 |
| Time value: |
0.56 |
| Break-even: |
195.86 |
| Moneyness: |
1.37 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.36% |
| Delta: |
0.90 |
| Theta: |
-0.04 |
| Omega: |
3.04 |
| Rho: |
0.61 |
Quote data
| Open: |
5.620 |
| High: |
5.620 |
| Low: |
5.440 |
| Previous Close: |
5.630 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.66% |
| 1 Month |
|
|
-5.86% |
| 3 Months |
|
|
-1.06% |
| YTD |
|
|
+40.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.630 |
5.200 |
| 1M High / 1M Low: |
5.800 |
4.840 |
| 6M High / 6M Low: |
6.600 |
3.620 |
| High (YTD): |
27/03/2024 |
6.600 |
| Low (YTD): |
03/01/2024 |
3.860 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.352 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.403 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.198 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
64.56% |
| Volatility 6M: |
|
54.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
