BNP Paribas Call 12 ENI 19.06.2025
/ DE000PG2N823
BNP Paribas Call 12 ENI 19.06.202.../ DE000PG2N823 /
04/10/2024 21:20:22 |
Chg.+0.120 |
Bid21:59:10 |
Ask21:59:10 |
Underlying |
Strike price |
Expiration date |
Option type |
2.540EUR |
+4.96% |
2.550 Bid Size: 2,200 |
2.640 Ask Size: 2,200 |
ENI S.P.A. |
12.00 EUR |
19/06/2025 |
Call |
Master data
WKN: |
PG2N82 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
ENI S.P.A. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
12.00 EUR |
Maturity: |
19/06/2025 |
Issue date: |
14/06/2024 |
Last trading day: |
18/06/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.67 |
Intrinsic value: |
2.32 |
Implied volatility: |
0.15 |
Historic volatility: |
0.18 |
Parity: |
2.32 |
Time value: |
0.32 |
Break-even: |
14.64 |
Moneyness: |
1.19 |
Premium: |
0.02 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.09 |
Spread %: |
3.53% |
Delta: |
0.95 |
Theta: |
0.00 |
Omega: |
5.15 |
Rho: |
0.08 |
Quote data
Open: |
2.420 |
High: |
2.600 |
Low: |
2.420 |
Previous Close: |
2.420 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+25.74% |
1 Month |
|
|
+9.48% |
3 Months |
|
|
-5.58% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.540 |
2.040 |
1M High / 1M Low: |
2.540 |
1.880 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.338 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.235 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
104.76% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |