BNP Paribas Call 13 ENI 19.12.2024
/ DE000PG2N815
BNP Paribas Call 13 ENI 19.12.202.../ DE000PG2N815 /
| 16/08/2024 10:17:24 |
Chg.+0.07 |
Bid21:05:05 |
Ask21:05:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.70EUR |
+4.29% |
1.70
Bid Size: 2,200 |
1.79
Ask Size: 2,200 |
ENI S.P.A. |
13.00 EUR |
19/12/2024 |
Call |
Master data
| WKN: |
PG2N81 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ENI S.P.A. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.00 EUR |
| Maturity: |
19/12/2024 |
| Issue date: |
14/06/2024 |
| Last trading day: |
18/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.58 |
| Intrinsic value: |
1.33 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.17 |
| Parity: |
1.33 |
| Time value: |
0.32 |
| Break-even: |
14.65 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.09 |
| Spread %: |
5.77% |
| Delta: |
0.83 |
| Theta: |
0.00 |
| Omega: |
7.23 |
| Rho: |
0.04 |
Quote data
| Open: |
1.69 |
| High: |
1.70 |
| Low: |
1.69 |
| Previous Close: |
1.63 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.97% |
| 1 Month |
|
|
+13.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.66 |
1.56 |
| 1M High / 1M Low: |
1.97 |
1.24 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.61 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.55 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
196.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
