BNP Paribas Call 38 BMY 20.12.2024
/ DE000PG2PT99
BNP Paribas Call 38 BMY 20.12.202.../ DE000PG2PT99 /
| 11/14/2024 9:21:19 AM |
Chg.-0.07 |
Bid6:54:53 PM |
Ask6:54:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.93EUR |
-3.50% |
1.99
Bid Size: 28,000 |
-
Ask Size: - |
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: |
2.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.94 |
| Intrinsic value: |
1.93 |
| Implied volatility: |
1.02 |
| Historic volatility: |
0.26 |
| Parity: |
1.93 |
| Time value: |
0.07 |
| Break-even: |
55.97 |
| Moneyness: |
1.54 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.06 |
| Spread %: |
3.09% |
| Delta: |
0.93 |
| Theta: |
-0.03 |
| Omega: |
2.58 |
| Rho: |
0.03 |
Quote data
| Open: |
1.93 |
| High: |
1.93 |
| Low: |
1.93 |
| Previous Close: |
2.00 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.14% |
| 1 Month |
|
|
+45.11% |
| 3 Months |
|
|
+82.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.03 |
1.53 |
| 1M High / 1M Low: |
2.03 |
1.31 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.75 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.50 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
