BNP Paribas Call 38 BMY 20.12.2024
/ DE000PG2PT99
BNP Paribas Call 38 BMY 20.12.202.../ DE000PG2PT99 /
| 8/2/2024 10:21:11 AM |
Chg.-0.030 |
Bid10:21:56 AM |
Ask10:21:56 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.980EUR |
-2.97% |
0.980
Bid Size: 19,000 |
1.010
Ask Size: 19,000 |
Bristol Myers Squibb... |
38.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
PG2PT9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Bristol Myers Squibb Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
6/14/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
0.94 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.23 |
| Parity: |
0.94 |
| Time value: |
0.10 |
| Break-even: |
45.63 |
| Moneyness: |
1.27 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
2.97% |
| Delta: |
0.90 |
| Theta: |
-0.01 |
| Omega: |
3.87 |
| Rho: |
0.11 |
Quote data
| Open: |
0.990 |
| High: |
0.990 |
| Low: |
0.970 |
| Previous Close: |
1.010 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.65% |
| 1 Month |
|
|
+139.02% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.190 |
0.960 |
| 1M High / 1M Low: |
1.190 |
0.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.076 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.635 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
234.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
