BNP Paribas Call 202 ADS 21.02.2025
/ DE000PG98HB7
BNP Paribas Call 202 ADS 21.02.20.../ DE000PG98HB7 /
| 2024-12-20 5:20:16 PM |
Chg.-0.050 |
Bid5:37:15 PM |
Ask5:37:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.720EUR |
-1.33% |
-
Bid Size: - |
-
Ask Size: - |
ADIDAS AG NA O.N. |
202.00 EUR |
2025-02-21 |
Call |
Master data
| WKN: |
PG98HB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ADIDAS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
202.00 EUR |
| Maturity: |
2025-02-21 |
| Issue date: |
2024-10-28 |
| Last trading day: |
2025-02-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.61 |
| Intrinsic value: |
3.44 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.27 |
| Parity: |
3.44 |
| Time value: |
0.36 |
| Break-even: |
240.00 |
| Moneyness: |
1.17 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.04 |
| Spread %: |
1.06% |
| Delta: |
0.87 |
| Theta: |
-0.08 |
| Omega: |
5.40 |
| Rho: |
0.28 |
Quote data
| Open: |
3.690 |
| High: |
3.720 |
| Low: |
3.480 |
| Previous Close: |
3.770 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.82% |
| 1 Month |
|
|
+81.46% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.350 |
3.720 |
| 1M High / 1M Low: |
4.460 |
2.050 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.048 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.568 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
159.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
