BNP Paribas Call 130 GXI 21.03.2025
/ DE000PC7ZPH3
BNP Paribas Call 130 GXI 21.03.20.../ DE000PC7ZPH3 /
16/07/2024 15:09:14 |
Chg.-0.010 |
Bid15:55:29 |
Ask15:55:29 |
Underlying |
Strike price |
Expiration date |
Option type |
0.410EUR |
-2.38% |
0.420 Bid Size: 24,750 |
0.430 Ask Size: 24,750 |
GERRESHEIMER AG |
130.00 EUR |
21/03/2025 |
Call |
Master data
WKN: |
PC7ZPH |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
GERRESHEIMER AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
130.00 EUR |
Maturity: |
21/03/2025 |
Issue date: |
09/04/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
22.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.53 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.40 |
Parity: |
-2.93 |
Time value: |
0.44 |
Break-even: |
134.40 |
Moneyness: |
0.77 |
Premium: |
0.33 |
Premium p.a.: |
0.53 |
Spread abs.: |
0.02 |
Spread %: |
4.76% |
Delta: |
0.27 |
Theta: |
-0.02 |
Omega: |
6.22 |
Rho: |
0.16 |
Quote data
Open: |
0.410 |
High: |
0.410 |
Low: |
0.390 |
Previous Close: |
0.420 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-14.58% |
1 Month |
|
|
-24.07% |
3 Months |
|
|
-24.07% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.560 |
0.420 |
1M High / 1M Low: |
0.560 |
0.370 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.482 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.458 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
197.23% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |