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BNP Paribas Call 2000 CMG 16.01.2.../  DE000PC1LUY1  /

Frankfurt Zert./BNP
2024-06-20  12:50:35 PM Chg.-0.120 Bid1:16:02 PM Ask- Underlying Strike price Expiration date Option type
15.760EUR -0.76% 15.790
Bid Size: 5,000		 -
Ask Size: -		 Chipotle Mexican Gri... 2,000.00 USD 2026-01-16 Call
 

Master data

WKN: PC1LUY
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 2,000.00 USD
Maturity: 2026-01-16
Issue date: 2023-12-11
Last trading day: 2026-01-15
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 2.02
Leverage: Yes

Calculated values

Fair value: 14.34
Intrinsic value: 13.28
Implied volatility: 0.53
Historic volatility: 0.21
Parity: 13.28
Time value: 2.54
Break-even: 3,442.98
Moneyness: 1.71
Premium: 0.08
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.89
Theta: -0.47
Omega: 1.80
Rho: 19.85
 

Quote data

Open: 15.930
High: 15.930
Low: 15.750
Previous Close: 15.880
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+12.49%
1 Month  
+19.48%
3 Months  
+45.52%
YTD  
+157.94%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 15.880 14.010
1M High / 1M Low: 15.880 12.120
6M High / 6M Low: 15.880 5.730
High (YTD): 2024-06-19 15.880
Low (YTD): 2024-01-05 5.730
52W High: - -
52W Low: - -
Avg. price 1W:   14.922
Avg. volume 1W:   0.000
Avg. price 1M:   13.265
Avg. volume 1M:   0.000
Avg. price 6M:   10.139
Avg. volume 6M:   .960
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   47.63%
Volatility 6M:   49.39%
Volatility 1Y:   -
Volatility 3Y:   -