BNP Paribas Call 160 CME 16.01.2026
/ DE000PC25VW6
BNP Paribas Call 160 CME 16.01.20.../ DE000PC25VW6 /
| 2024-06-03 8:39:59 AM |
Chg.-0.35 |
Bid10:17:22 AM |
Ask10:17:22 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.76EUR |
-6.85% |
4.78
Bid Size: 1,000 |
4.89
Ask Size: 1,000 |
CME Group Inc |
160.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PC25VW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CME Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-01-10 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.93 |
| Intrinsic value: |
3.96 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.16 |
| Parity: |
3.96 |
| Time value: |
0.91 |
| Break-even: |
196.13 |
| Moneyness: |
1.27 |
| Premium: |
0.05 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.06 |
| Spread %: |
1.25% |
| Delta: |
0.97 |
| Theta: |
-0.02 |
| Omega: |
3.72 |
| Rho: |
2.15 |
Quote data
| Open: |
4.76 |
| High: |
4.76 |
| Low: |
4.76 |
| Previous Close: |
5.11 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.50% |
| 1 Month |
|
|
-11.85% |
| 3 Months |
|
|
-25.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.77 |
4.96 |
| 1M High / 1M Low: |
5.77 |
4.96 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.44 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
66.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
