BNP Paribas Call 0.95 AML 21.03.2025
/ DE000PG977G2
BNP Paribas Call 0.95 AML 21.03.2.../ DE000PG977G2 /
| 11/14/2024 11:21:07 AM |
Chg.+0.020 |
Bid11/14/2024 |
Ask11/14/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
+8.33% |
0.260
Bid Size: 15,500 |
0.320
Ask Size: 15,500 |
Aston Martin Lagonda... |
0.95 GBP |
3/21/2025 |
Call |
Master data
| WKN: |
PG977G |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Aston Martin Lagonda Global Holdings PLC ORD GBP0.10 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
0.95 GBP |
| Maturity: |
3/21/2025 |
| Issue date: |
10/28/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.49 |
| Parity: |
0.22 |
| Time value: |
0.08 |
| Break-even: |
1.44 |
| Moneyness: |
1.19 |
| Premium: |
0.06 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.06 |
| Spread %: |
25.00% |
| Delta: |
0.77 |
| Theta: |
0.00 |
| Omega: |
3.49 |
| Rho: |
0.00 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.260 |
| Previous Close: |
0.240 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.75% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.240 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.292 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
