BNP Paribas Call 1600 BARN 20.06.2025
/ DE000PG4VAM7
BNP Paribas Call 1600 BARN 20.06..../ DE000PG4VAM7 /
| 09/10/2024 16:21:20 |
Chg.-0.010 |
Bid17:11:01 |
Ask17:11:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.010EUR |
-0.98% |
-
Bid Size: - |
-
Ask Size: - |
BARRY CALLEBAUT N |
1,600.00 CHF |
20/06/2025 |
Call |
Master data
| WKN: |
PG4VAM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BARRY CALLEBAUT N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,600.00 CHF |
| Maturity: |
20/06/2025 |
| Issue date: |
25/07/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.49 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.32 |
| Parity: |
-0.88 |
| Time value: |
1.02 |
| Break-even: |
1,801.40 |
| Moneyness: |
0.95 |
| Premium: |
0.12 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
2.00% |
| Delta: |
0.48 |
| Theta: |
-0.30 |
| Omega: |
7.50 |
| Rho: |
4.62 |
Quote data
| Open: |
1.020 |
| High: |
1.020 |
| Low: |
0.990 |
| Previous Close: |
1.020 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.40% |
| 1 Month |
|
|
+26.25% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.140 |
1.010 |
| 1M High / 1M Low: |
1.290 |
0.720 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.072 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.061 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
274.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
