BNP Paribas Call 2800 CMG 17.01.2025
/ DE000PN5BDH1
BNP Paribas Call 2800 CMG 17.01.2.../ DE000PN5BDH1 /
| 08/05/2024 21:50:29 |
Chg.-0.210 |
Bid21:59:55 |
Ask21:59:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.750EUR |
-3.52% |
5.720
Bid Size: 3,000 |
5.750
Ask Size: 3,000 |
Chipotle Mexican Gri... |
2,800.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
PN5BDH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Chipotle Mexican Grill Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,800.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
27/06/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.79 |
| Intrinsic value: |
3.66 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.20 |
| Parity: |
3.66 |
| Time value: |
2.21 |
| Break-even: |
3,191.68 |
| Moneyness: |
1.14 |
| Premium: |
0.07 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
0.51% |
| Delta: |
0.75 |
| Theta: |
-0.72 |
| Omega: |
3.81 |
| Rho: |
11.47 |
Quote data
| Open: |
5.850 |
| High: |
5.980 |
| Low: |
5.740 |
| Previous Close: |
5.960 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.88% |
| 1 Month |
|
|
+35.61% |
| 3 Months |
|
|
+124.61% |
| YTD |
|
|
+345.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.960 |
5.500 |
| 1M High / 1M Low: |
5.960 |
3.820 |
| 6M High / 6M Low: |
5.960 |
1.010 |
| High (YTD): |
07/05/2024 |
5.960 |
| Low (YTD): |
08/01/2024 |
1.070 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.730 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.822 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.481 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.17% |
| Volatility 6M: |
|
111.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
