BNP Paribas Call 130 GXI 21.03.2025
/ DE000PC7ZPH3
BNP Paribas Call 130 GXI 21.03.20.../ DE000PC7ZPH3 /
9/5/2024 4:12:31 PM |
Chg.+0.010 |
Bid4:40:33 PM |
Ask4:40:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.340EUR |
+3.03% |
0.330 Bid Size: 26,750 |
0.340 Ask Size: 26,750 |
GERRESHEIMER AG |
130.00 EUR |
3/21/2025 |
Call |
Master data
WKN: |
PC7ZPH |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
GERRESHEIMER AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
130.00 EUR |
Maturity: |
3/21/2025 |
Issue date: |
4/9/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
30.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.45 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.40 |
Parity: |
-2.68 |
Time value: |
0.34 |
Break-even: |
133.40 |
Moneyness: |
0.79 |
Premium: |
0.29 |
Premium p.a.: |
0.61 |
Spread abs.: |
0.02 |
Spread %: |
6.25% |
Delta: |
0.24 |
Theta: |
-0.02 |
Omega: |
7.41 |
Rho: |
0.12 |
Quote data
Open: |
0.320 |
High: |
0.350 |
Low: |
0.320 |
Previous Close: |
0.330 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+25.93% |
1 Month |
|
|
+61.90% |
3 Months |
|
|
-52.78% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.340 |
0.270 |
1M High / 1M Low: |
0.340 |
0.150 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.314 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.239 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
320.66% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |