BNP Paribas Call 280 APD 21.03.20.../  DE000PG4VMJ8  /

Frankfurt Zert./BNP
11/12/2024  8:20:54 PM Chg.-0.130 Bid8:37:27 PM Ask8:37:27 PM Underlying Strike price Expiration date Option type
4.000EUR -3.15% 3.980
Bid Size: 6,600
4.010
Ask Size: 6,600
Air Products and Che... 280.00 USD 3/21/2025 Call
 

Master data

WKN: PG4VMJ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Air Products and Chemicals Inc
Type: Warrant
Option type: Call
Strike price: 280.00 USD
Maturity: 3/21/2025
Issue date: 7/25/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.09
Leverage: Yes

Calculated values

Fair value: 3.96
Intrinsic value: 3.18
Implied volatility: 0.30
Historic volatility: 0.26
Parity: 3.18
Time value: 0.97
Break-even: 304.09
Moneyness: 1.12
Premium: 0.03
Premium p.a.: 0.10
Spread abs.: 0.03
Spread %: 0.73%
Delta: 0.79
Theta: -0.07
Omega: 5.59
Rho: 0.67
 

Quote data

Open: 4.120
High: 4.140
Low: 3.820
Previous Close: 4.130
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+6.67%
1 Month
  -12.66%
3 Months  
+91.39%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.130 3.750
1M High / 1M Low: 5.700 3.710
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.918
Avg. volume 1W:   0.000
Avg. price 1M:   4.652
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   66.31%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -