BNP Paribas Call 130 NVDA 15.11.2.../  DE000PG2QGL0  /

Frankfurt Zert./BNP
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:   -