BNP Paribas Call 32 PHI1 21.03.20.../  DE000PG7DLB8  /

EUWAX
15/11/2024  09:02:28 Chg.-0.001 Bid19:03:07 Ask19:03:07 Underlying Strike price Expiration date Option type
0.012EUR -7.69% 0.013
Bid Size: 10,000
0.035
Ask Size: 10,000
KONINKL. PHILIPS EO ... 32.00 EUR 21/03/2025 Call
 

Master data

WKN: PG7DLB
Issuer: BNP PARIBAS
Currency: EUR
Underlying: KONINKL. PHILIPS EO -,20
Type: Warrant
Option type: Call
Strike price: 32.00 EUR
Maturity: 21/03/2025
Issue date: 02/09/2024
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 68.36
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.42
Parity: -0.74
Time value: 0.04
Break-even: 32.36
Moneyness: 0.77
Premium: 0.31
Premium p.a.: 1.21
Spread abs.: 0.02
Spread %: 157.14%
Delta: 0.14
Theta: -0.01
Omega: 9.90
Rho: 0.01
 

Quote data

Open: 0.012
High: 0.012
Low: 0.012
Previous Close: 0.013
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -42.86%
1 Month
  -91.43%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.021 0.013
1M High / 1M Low: 0.160 0.013
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.016
Avg. volume 1W:   0.000
Avg. price 1M:   0.070
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   411.87%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -