BNP Paribas Call 220 CME 20.12.2024
/ DE000PC2XU04
BNP Paribas Call 220 CME 20.12.20.../ DE000PC2XU04 /
| 13/06/2024 12:50:33 |
Chg.-0.020 |
Bid12:50:48 |
Ask12:50:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
-4.17% |
0.450
Bid Size: 6,667 |
0.550
Ask Size: 5,455 |
CME Group Inc |
220.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
04/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
34.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.16 |
| Parity: |
-2.24 |
| Time value: |
0.53 |
| Break-even: |
208.76 |
| Moneyness: |
0.89 |
| Premium: |
0.15 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.05 |
| Spread %: |
10.42% |
| Delta: |
0.30 |
| Theta: |
-0.03 |
| Omega: |
10.37 |
| Rho: |
0.26 |
Quote data
| Open: |
0.480 |
| High: |
0.480 |
| Low: |
0.460 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.13% |
| 1 Month |
|
|
-55.34% |
| 3 Months |
|
|
-74.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.480 |
| 1M High / 1M Low: |
1.260 |
0.480 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.576 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.872 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
