BNP Paribas Call 152 SIE 15.11.2024
/ DE000PG54GH9
BNP Paribas Call 152 SIE 15.11.20.../ DE000PG54GH9 /
| 2024-11-12 8:50:16 PM |
Chg.-0.700 |
Bid9:13:54 PM |
Ask9:13:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.640EUR |
-20.96% |
2.730
Bid Size: 2,600 |
2.900
Ask Size: 2,600 |
SIEMENS AG NA O.N. |
152.00 EUR |
2024-11-15 |
Call |
Master data
| WKN: |
PG54GH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
152.00 EUR |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-08-09 |
| Last trading day: |
2024-11-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.39 |
| Intrinsic value: |
3.38 |
| Implied volatility: |
1.64 |
| Historic volatility: |
0.23 |
| Parity: |
3.38 |
| Time value: |
0.11 |
| Break-even: |
186.90 |
| Moneyness: |
1.22 |
| Premium: |
0.01 |
| Premium p.a.: |
1.00 |
| Spread abs.: |
0.17 |
| Spread %: |
5.12% |
| Delta: |
0.92 |
| Theta: |
-0.68 |
| Omega: |
4.91 |
| Rho: |
0.01 |
Quote data
| Open: |
3.170 |
| High: |
3.180 |
| Low: |
2.550 |
| Previous Close: |
3.340 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.11% |
| 1 Month |
|
|
-23.26% |
| 3 Months |
|
|
+125.64% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.570 |
2.970 |
| 1M High / 1M Low: |
3.570 |
2.660 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.190 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.054 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
