BNP Paribas Call 2400 CMG 21.06.2024
/ DE000PZ09Z79
BNP Paribas Call 2400 CMG 21.06.2.../ DE000PZ09Z79 /
| 2024-05-10 9:49:56 AM |
Chg.- |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.11EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Chipotle Mexican Gri... |
2,400.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PZ09Z7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Chipotle Mexican Grill Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,400.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-10 |
| Last trading day: |
2024-05-13 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.19 |
| Intrinsic value: |
5.10 |
| Implied volatility: |
1.50 |
| Historic volatility: |
0.20 |
| Parity: |
5.10 |
| Time value: |
2.83 |
| Break-even: |
3,193.00 |
| Moneyness: |
1.21 |
| Premium: |
0.10 |
| Premium p.a.: |
1.56 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.13% |
| Delta: |
0.74 |
| Theta: |
-6.26 |
| Omega: |
2.73 |
| Rho: |
1.35 |
Quote data
| Open: |
8.11 |
| High: |
8.11 |
| Low: |
8.11 |
| Previous Close: |
7.41 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+46.65% |
| 3 Months |
|
|
+169.44% |
| YTD |
|
|
+467.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.11 |
8.11 |
| 1M High / 1M Low: |
8.11 |
4.86 |
| 6M High / 6M Low: |
8.11 |
1.11 |
| High (YTD): |
2024-05-10 |
8.11 |
| Low (YTD): |
2024-01-05 |
1.12 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.54 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.21 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.78% |
| Volatility 6M: |
|
129.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
