BNP Paribas Call 130 NVDA 15.11.2024
/ DE000PG2QGL0
BNP Paribas Call 130 NVDA 15.11.2.../ DE000PG2QGL0 /
2024-11-12 9:50:31 PM |
Chg.+0.210 |
Bid9:59:50 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.670EUR |
+14.38% |
1.690 Bid Size: 21,500 |
- Ask Size: - |
NVIDIA Corporation |
130.00 USD |
2024-11-15 |
Call |
Master data
WKN: |
PG2QGL |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
NVIDIA Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
130.00 USD |
Maturity: |
2024-11-15 |
Issue date: |
2024-06-14 |
Last trading day: |
2024-11-14 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.44 |
Intrinsic value: |
1.43 |
Implied volatility: |
1.76 |
Historic volatility: |
0.48 |
Parity: |
1.43 |
Time value: |
0.30 |
Break-even: |
139.22 |
Moneyness: |
1.12 |
Premium: |
0.02 |
Premium p.a.: |
13.02 |
Spread abs.: |
0.28 |
Spread %: |
19.31% |
Delta: |
0.78 |
Theta: |
-1.08 |
Omega: |
6.15 |
Rho: |
0.01 |
Quote data
Open: |
1.410 |
High: |
1.770 |
Low: |
1.280 |
Previous Close: |
1.460 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+67.00% |
1 Month |
|
|
+68.69% |
3 Months |
|
|
+192.98% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.720 |
1.000 |
1M High / 1M Low: |
1.720 |
0.750 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.454 |
Avg. volume 1W: |
|
1,500 |
Avg. price 1M: |
|
1.207 |
Avg. volume 1M: |
|
357.143 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
312.62% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |