BNP Paribas Call 2200 CMG 20.09.2024
/ DE000PC39UE7
BNP Paribas Call 2200 CMG 20.09.2.../ DE000PC39UE7 /
| 2024-05-10 9:50:33 PM |
Chg.+0.150 |
Bid9:58:51 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.130EUR |
+1.50% |
-
Bid Size: - |
-
Ask Size: - |
Chipotle Mexican Gri... |
2,200.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
PC39UE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Chipotle Mexican Grill Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,200.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-05-13 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.09 |
| Intrinsic value: |
6.84 |
| Implied volatility: |
1.10 |
| Historic volatility: |
0.20 |
| Parity: |
6.84 |
| Time value: |
3.29 |
| Break-even: |
3,213.00 |
| Moneyness: |
1.31 |
| Premium: |
0.11 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
-0.03 |
| Spread %: |
-0.30% |
| Delta: |
0.78 |
| Theta: |
-2.48 |
| Omega: |
2.22 |
| Rho: |
3.69 |
Quote data
| Open: |
10.180 |
| High: |
10.340 |
| Low: |
9.990 |
| Previous Close: |
9.980 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+7.08% |
| 3 Months |
|
|
+81.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
10.130 |
9.460 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
9.833 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
36.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
