BNP Paribas Call 110 NEM 20.12.2024
/ DE000PG2NXV1
BNP Paribas Call 110 NEM 20.12.20.../ DE000PG2NXV1 /
04/10/2024 21:20:25 |
Chg.+0.007 |
Bid21:54:05 |
Ask21:54:05 |
Underlying |
Strike price |
Expiration date |
Option type |
0.090EUR |
+8.43% |
0.100 Bid Size: 10,000 |
0.120 Ask Size: 10,000 |
NEMETSCHEK SE O.N. |
110.00 EUR |
20/12/2024 |
Call |
Master data
WKN: |
PG2NXV |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
NEMETSCHEK SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
110.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
14/06/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
78.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.30 |
Parity: |
-1.64 |
Time value: |
0.12 |
Break-even: |
111.20 |
Moneyness: |
0.85 |
Premium: |
0.19 |
Premium p.a.: |
1.29 |
Spread abs.: |
0.02 |
Spread %: |
20.00% |
Delta: |
0.17 |
Theta: |
-0.02 |
Omega: |
13.30 |
Rho: |
0.03 |
Quote data
Open: |
0.082 |
High: |
0.110 |
Low: |
0.082 |
Previous Close: |
0.083 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-18.18% |
1 Month |
|
|
+42.86% |
3 Months |
|
|
-76.32% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.095 |
0.083 |
1M High / 1M Low: |
0.110 |
0.031 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.089 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.070 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
515.81% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |