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BNP Paribas Call 3500 BKNG 20.09..../  DE000PC1GR27  /

Frankfurt Zert./BNP
2024-06-21  9:50:35 PM Chg.+0.130 Bid9:59:39 PM Ask9:59:39 PM Underlying Strike price Expiration date Option type
5.380EUR +2.48% 5.450
Bid Size: 3,500		 5.470
Ask Size: 3,500		 Booking Holdings Inc 3,500.00 USD 2024-09-20 Call
 

Master data

WKN: PC1GR2
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Booking Holdings Inc
Type: Warrant
Option type: Call
Strike price: 3,500.00 USD
Maturity: 2024-09-20
Issue date: 2023-12-08
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 6.82
Leverage: Yes

Calculated values

Fair value: 5.10
Intrinsic value: 4.57
Implied volatility: 0.33
Historic volatility: 0.24
Parity: 4.57
Time value: 0.90
Break-even: 3,820.41
Moneyness: 1.14
Premium: 0.02
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 0.37%
Delta: 0.83
Theta: -1.11
Omega: 5.64
Rho: 6.26
 

Quote data

Open: 5.370
High: 5.470
Low: 5.190
Previous Close: 5.250
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+22.55%
1 Month  
+37.60%
3 Months  
+42.71%
YTD  
+27.49%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.690 5.200
1M High / 1M Low: 5.690 3.740
6M High / 6M Low: 6.320 2.420
High (YTD): 2024-02-22 6.320
Low (YTD): 2024-05-02 2.420
52W High: - -
52W Low: - -
Avg. price 1W:   5.368
Avg. volume 1W:   0.000
Avg. price 1M:   4.353
Avg. volume 1M:   0.000
Avg. price 6M:   3.813
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   102.92%
Volatility 6M:   139.15%
Volatility 1Y:   -
Volatility 3Y:   -