BNP Paribas Call 220 CME 21.06.2024
/ DE000PC2XUT4
BNP Paribas Call 220 CME 21.06.20.../ DE000PC2XUT4 /
| 2024-05-08 9:50:27 PM |
Chg.+0.060 |
Bid9:59:47 PM |
Ask9:59:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
+42.86% |
0.210
Bid Size: 10,000 |
0.260
Ask Size: 10,000 |
CME Group Inc |
220.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PC2XUT |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CME Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
102.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.16 |
| Parity: |
-1.08 |
| Time value: |
0.19 |
| Break-even: |
206.55 |
| Moneyness: |
0.95 |
| Premium: |
0.07 |
| Premium p.a.: |
0.70 |
| Spread abs.: |
0.05 |
| Spread %: |
35.71% |
| Delta: |
0.25 |
| Theta: |
-0.05 |
| Omega: |
25.16 |
| Rho: |
0.06 |
Quote data
| Open: |
0.130 |
| High: |
0.200 |
| Low: |
0.110 |
| Previous Close: |
0.140 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.33% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
-60.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.130 |
| 1M High / 1M Low: |
0.570 |
0.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.152 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.340 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
328.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
