BNP Paribas Call 14.5 DBK 17.01.2025
/ DE000PG98WY8
BNP Paribas Call 14.5 DBK 17.01.2.../ DE000PG98WY8 /
| 12/12/2024 21:50:15 |
Chg.-0.110 |
Bid21:59:51 |
Ask21:59:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.560EUR |
-4.12% |
-
Bid Size: - |
-
Ask Size: - |
DEUTSCHE BANK AG NA ... |
14.50 - |
17/01/2025 |
Call |
Master data
| WKN: |
PG98WY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE BANK AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.50 - |
| Maturity: |
17/01/2025 |
| Issue date: |
28/10/2024 |
| Last trading day: |
13/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.81 |
| Intrinsic value: |
1.75 |
| Implied volatility: |
0.92 |
| Historic volatility: |
0.28 |
| Parity: |
1.75 |
| Time value: |
0.83 |
| Break-even: |
17.08 |
| Moneyness: |
1.12 |
| Premium: |
0.05 |
| Premium p.a.: |
0.96 |
| Spread abs.: |
0.04 |
| Spread %: |
1.57% |
| Delta: |
0.72 |
| Theta: |
-0.03 |
| Omega: |
4.55 |
| Rho: |
0.01 |
Quote data
| Open: |
2.640 |
| High: |
2.670 |
| Low: |
2.550 |
| Previous Close: |
2.670 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+74.15% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.670 |
1.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.091 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
