BNP Paribas Call 230 CME 17.01.2025
/ DE000PC39JR2
BNP Paribas Call 230 CME 17.01.20.../ DE000PC39JR2 /
6/11/2024 9:50:22 PM |
Chg.0.000 |
Bid6/11/2024 |
Ask6/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.380EUR |
0.00% |
0.380 Bid Size: 7,895 |
0.430 Ask Size: 6,977 |
CME Group Inc |
230.00 USD |
1/17/2025 |
Call |
Master data
WKN: |
PC39JR |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
CME Group Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
230.00 USD |
Maturity: |
1/17/2025 |
Issue date: |
1/31/2024 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
42.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.19 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.16 |
Parity: |
-2.93 |
Time value: |
0.43 |
Break-even: |
217.99 |
Moneyness: |
0.86 |
Premium: |
0.18 |
Premium p.a.: |
0.32 |
Spread abs.: |
0.05 |
Spread %: |
13.16% |
Delta: |
0.25 |
Theta: |
-0.03 |
Omega: |
10.84 |
Rho: |
0.26 |
Quote data
Open: |
0.370 |
High: |
0.390 |
Low: |
0.360 |
Previous Close: |
0.380 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-24.00% |
1 Month |
|
|
-41.54% |
3 Months |
|
|
-68.60% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.500 |
0.380 |
1M High / 1M Low: |
0.880 |
0.380 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.428 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.628 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
183.80% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |