BNP Paribas Call 250 MAR 18.12.2026
/ DE000PG45VQ7
BNP Paribas Call 250 MAR 18.12.20.../ DE000PG45VQ7 /
| 11/12/2024 9:50:46 AM |
Chg.+0.050 |
Bid11/12/2024 |
Ask11/12/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.080EUR |
+0.71% |
7.080
Bid Size: 1,200 |
7.460
Ask Size: 1,200 |
Marriott Internation... |
250.00 USD |
12/18/2026 |
Call |
Master data
| WKN: |
PG45VQ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Marriott International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
12/18/2026 |
| Issue date: |
7/30/2024 |
| Last trading day: |
12/17/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.84 |
| Intrinsic value: |
3.37 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.20 |
| Parity: |
3.37 |
| Time value: |
3.76 |
| Break-even: |
305.75 |
| Moneyness: |
1.14 |
| Premium: |
0.14 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.05 |
| Spread %: |
0.71% |
| Delta: |
0.75 |
| Theta: |
-0.04 |
| Omega: |
2.81 |
| Rho: |
2.72 |
Quote data
| Open: |
7.060 |
| High: |
7.080 |
| Low: |
7.050 |
| Previous Close: |
7.030 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+41.04% |
| 1 Month |
|
|
+34.60% |
| 3 Months |
|
|
+178.74% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.030 |
5.020 |
| 1M High / 1M Low: |
7.030 |
4.790 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.228 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.470 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
