BNP Paribas Call 1.2 AML 20.12.20.../  DE000PG98N45  /

EUWAX
14/11/2024  09:24:02 Chg.0.000 Bid12:00:09 Ask12:00:09 Underlying Strike price Expiration date Option type
0.034EUR 0.00% 0.032
Bid Size: 10,000
0.100
Ask Size: 10,000
Aston Martin Lagonda... 1.20 GBP 20/12/2024 Call
 

Master data

WKN: PG98N4
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Aston Martin Lagonda Global Holdings PLC ORD GBP0.10
Type: Warrant
Option type: Call
Strike price: 1.20 GBP
Maturity: 20/12/2024
Issue date: 28/10/2024
Last trading day: 19/12/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 14.96
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.72
Historic volatility: 0.49
Parity: -0.08
Time value: 0.09
Break-even: 1.53
Moneyness: 0.94
Premium: 0.13
Premium p.a.: 2.38
Spread abs.: 0.07
Spread %: 279.17%
Delta: 0.45
Theta: 0.00
Omega: 6.69
Rho: 0.00
 

Quote data

Open: 0.034
High: 0.034
Low: 0.034
Previous Close: 0.034
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -66.00%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.034
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.077
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:   -