BNP Paribas Call 218 SAP 17.01.2025
/ DE000PG98D47
BNP Paribas Call 218 SAP 17.01.20.../ DE000PG98D47 /
| 10/01/2025 21:50:15 |
Chg.+0.050 |
Bid21:59:51 |
Ask21:59:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.810EUR |
+1.81% |
2.750
Bid Size: 2,000 |
2.850
Ask Size: 2,000 |
SAP SE O.N. |
218.00 EUR |
17/01/2025 |
Call |
Master data
| WKN: |
PG98D4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
218.00 EUR |
| Maturity: |
17/01/2025 |
| Issue date: |
28/10/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.80 |
| Intrinsic value: |
2.79 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.23 |
| Parity: |
2.79 |
| Time value: |
0.07 |
| Break-even: |
246.50 |
| Moneyness: |
1.13 |
| Premium: |
0.00 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.10 |
| Spread %: |
3.64% |
| Delta: |
0.94 |
| Theta: |
-0.22 |
| Omega: |
8.09 |
| Rho: |
0.03 |
Quote data
| Open: |
2.720 |
| High: |
2.930 |
| Low: |
2.720 |
| Previous Close: |
2.760 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+66.27% |
| 1 Month |
|
|
+8.08% |
| 3 Months |
|
|
- |
| YTD |
|
|
+48.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.810 |
1.960 |
| 1M High / 1M Low: |
2.810 |
1.690 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
10/01/2025 |
2.810 |
| Low (YTD): |
03/01/2025 |
1.690 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.542 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.289 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
