BNP Paribas Call 1150 Novo-Nordis.../ DE000PG2N5Y1 /
| 2024-07-10 4:20:59 PM | Chg.-0.010 | Bid4:52:33 PM | Ask4:52:33 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.510EUR | -1.92% | - Bid Size: - |
- Ask Size: - |
- | 1,150.00 DKK | 2024-12-20 | Call |
Master data
| WKN: | PG2N5Y |
|---|---|
| Issuer: | BNP PARIBAS |
| Currency: | EUR |
| Underlying: | - |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 1,150.00 DKK |
| Maturity: | 2024-12-20 |
| Issue date: | 2024-06-14 |
| Last trading day: | 2024-12-19 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 23.51 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.43 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.37 |
| Historic volatility: | 0.33 |
| Parity: | -2.48 |
| Time value: | 0.55 |
| Break-even: | 159.66 |
| Moneyness: | 0.84 |
| Premium: | 0.23 |
| Premium p.a.: | 0.60 |
| Spread abs.: | 0.02 |
| Spread %: | 3.77% |
| Delta: | 0.30 |
| Theta: | -0.04 |
| Omega: | 7.13 |
| Rho: | 0.15 |
Quote data
| Open: | 0.510 |
|---|---|
| High: | 0.510 |
| Low: | 0.490 |
| Previous Close: | 0.520 |
| Turnover: | 0.000 |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -7.27% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.610 | 0.520 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.556 | |
| 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: | - |
