BNP Paribas Call 24 SGE 19.06.202.../  DE000PG2N7K6  /

EUWAX
31/07/2024  09:14:22 Chg.+0.010 Bid18:11:40 Ask18:11:40 Underlying Strike price Expiration date Option type
0.370EUR +2.78% 0.380
Bid Size: 7,895
0.410
Ask Size: 7,318
STE GENERALE INH. EO... 24.00 EUR 19/06/2026 Call
 

Master data

WKN: PG2N7K
Issuer: BNP PARIBAS
Currency: EUR
Underlying: STE GENERALE INH. EO 1,25
Type: Warrant
Option type: Call
Strike price: 24.00 EUR
Maturity: 19/06/2026
Issue date: 14/06/2024
Last trading day: 18/06/2026
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.97
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.25
Parity: -0.01
Time value: 0.40
Break-even: 28.00
Moneyness: 1.00
Premium: 0.17
Premium p.a.: 0.09
Spread abs.: 0.03
Spread %: 8.11%
Delta: 0.64
Theta: 0.00
Omega: 3.82
Rho: 0.21
 

Quote data

Open: 0.370
High: 0.370
Low: 0.370
Previous Close: 0.360
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.63%
1 Month  
+23.33%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.350
1M High / 1M Low: 0.390 0.300
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.370
Avg. volume 1W:   0.000
Avg. price 1M:   0.348
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   98.91%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -