BNP Paribas Call 25 ADEN 19.09.2025
/ DE000PG4Y7F1
BNP Paribas Call 25 ADEN 19.09.20.../ DE000PG4Y7F1 /
| 27/09/2024 16:21:06 |
Chg.+0.080 |
Bid27/09/2024 |
Ask27/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
+15.38% |
0.600
Bid Size: 60,000 |
0.620
Ask Size: 60,000 |
ADECCO N |
25.00 CHF |
19/09/2025 |
Call |
Master data
| WKN: |
PG4Y7F |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ADECCO N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 CHF |
| Maturity: |
19/09/2025 |
| Issue date: |
26/07/2024 |
| Last trading day: |
18/09/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.30 |
| Parity: |
0.34 |
| Time value: |
0.18 |
| Break-even: |
31.63 |
| Moneyness: |
1.13 |
| Premium: |
0.06 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
1.96% |
| Delta: |
0.78 |
| Theta: |
0.00 |
| Omega: |
4.48 |
| Rho: |
0.18 |
Quote data
| Open: |
0.550 |
| High: |
0.600 |
| Low: |
0.550 |
| Previous Close: |
0.520 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.45% |
| 1 Month |
|
|
+3.45% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.420 |
| 1M High / 1M Low: |
0.590 |
0.390 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.472 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.487 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
