BNP Paribas Call 220 CME 20.12.2024
/ DE000PC2XU04
BNP Paribas Call 220 CME 20.12.20.../ DE000PC2XU04 /
2024-05-09 1:21:00 PM |
Chg.+0.010 |
Bid2024-05-09 |
Ask2024-05-09 |
Underlying |
Strike price |
Expiration date |
Option type |
1.130EUR |
+0.89% |
1.130 Bid Size: 2,655 |
1.230 Ask Size: 2,440 |
CME Group Inc |
220.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
PC2XU0 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
CME Group Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-01-04 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
16.56 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.84 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.16 |
Parity: |
-0.76 |
Time value: |
1.19 |
Break-even: |
216.61 |
Moneyness: |
0.96 |
Premium: |
0.10 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.05 |
Spread %: |
4.39% |
Delta: |
0.50 |
Theta: |
-0.04 |
Omega: |
8.29 |
Rho: |
0.53 |
Quote data
Open: |
1.120 |
High: |
1.130 |
Low: |
1.110 |
Previous Close: |
1.120 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+11.88% |
1 Month |
|
|
-8.13% |
3 Months |
|
|
-4.24% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
1.120 |
0.990 |
1M High / 1M Low: |
1.550 |
0.990 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.026 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.243 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
132.21% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |