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BNP Paribas Call 3650 BKNG 20.09..../  DE000PC1GR50  /

Frankfurt Zert./BNP
21/06/2024  21:50:27 Chg.+0.110 Bid21:59:38 Ask21:59:38 Underlying Strike price Expiration date Option type
4.260EUR +2.65% 4.320
Bid Size: 4,000		 4.340
Ask Size: 4,000		 Booking Holdings Inc 3,650.00 USD 20/09/2024 Call
 

Master data

WKN: PC1GR5
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Booking Holdings Inc
Type: Warrant
Option type: Call
Strike price: 3,650.00 USD
Maturity: 20/09/2024
Issue date: 08/12/2023
Last trading day: 19/09/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 8.60
Leverage: Yes

Calculated values

Fair value: 3.95
Intrinsic value: 3.17
Implied volatility: 0.31
Historic volatility: 0.24
Parity: 3.17
Time value: 1.17
Break-even: 3,847.70
Moneyness: 1.09
Premium: 0.03
Premium p.a.: 0.13
Spread abs.: 0.02
Spread %: 0.46%
Delta: 0.76
Theta: -1.22
Omega: 6.55
Rho: 5.94
 

Quote data

Open: 4.260
High: 4.350
Low: 4.090
Previous Close: 4.150
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+26.41%
1 Month  
+42.00%
3 Months  
+42.47%
YTD  
+22.06%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.560 4.110
1M High / 1M Low: 4.560 2.830
6M High / 6M Low: 5.380 1.790
High (YTD): 22/02/2024 5.380
Low (YTD): 02/05/2024 1.790
52W High: - -
52W Low: - -
Avg. price 1W:   4.262
Avg. volume 1W:   0.000
Avg. price 1M:   3.365
Avg. volume 1M:   0.000
Avg. price 6M:   3.018
Avg. volume 6M:   24.194
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   119.83%
Volatility 6M:   153.96%
Volatility 1Y:   -
Volatility 3Y:   -