BNP Paribas Call 120 ANF 21.03.2025
/ DE000PG7E0Z5
BNP Paribas Call 120 ANF 21.03.20.../ DE000PG7E0Z5 /
| 12/11/2024 08:13:32 |
Chg.-0.40 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.06EUR |
-11.56% |
-
Bid Size: - |
-
Ask Size: - |
Abercrombie and Fitc... |
120.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
PG7E0Z |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Abercrombie and Fitch Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
04/09/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.69 |
| Intrinsic value: |
1.90 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.51 |
| Parity: |
1.90 |
| Time value: |
1.21 |
| Break-even: |
143.64 |
| Moneyness: |
1.17 |
| Premium: |
0.09 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.02 |
| Spread %: |
0.65% |
| Delta: |
0.73 |
| Theta: |
-0.07 |
| Omega: |
3.09 |
| Rho: |
0.23 |
Quote data
| Open: |
3.06 |
| High: |
3.06 |
| Low: |
3.06 |
| Previous Close: |
3.46 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.03% |
| 1 Month |
|
|
-6.71% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.46 |
2.76 |
| 1M High / 1M Low: |
4.87 |
2.53 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.55 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
