BNP Paribas Call 190 CME 21.06.2024
/ DE000PC2XUW8
BNP Paribas Call 190 CME 21.06.20.../ DE000PC2XUW8 /
| 6/12/2024 8:34:59 AM |
Chg.+0.050 |
Bid9:01:14 AM |
Ask9:01:14 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
+5.95% |
0.870
Bid Size: 3,449 |
0.990
Ask Size: 3,031 |
CME Group Inc |
190.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
PC2XUW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CME Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
1/4/2024 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.79 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.16 |
| Parity: |
0.79 |
| Time value: |
0.11 |
| Break-even: |
185.52 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.05 |
| Spread %: |
5.88% |
| Delta: |
0.82 |
| Theta: |
-0.14 |
| Omega: |
16.81 |
| Rho: |
0.04 |
Quote data
| Open: |
0.890 |
| High: |
0.890 |
| Low: |
0.890 |
| Previous Close: |
0.840 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.54% |
| 1 Month |
|
|
-61.97% |
| 3 Months |
|
|
-68.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.300 |
0.840 |
| 1M High / 1M Low: |
2.310 |
0.840 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.994 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.654 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
221.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
