BNP Paribas Call 38 CRIN 20.03.20.../  DE000PG4VLJ0  /

Frankfurt Zert./BNP
2024-12-23  9:47:05 PM Chg.+0.030 Bid9:59:24 PM Ask9:59:24 PM Underlying Strike price Expiration date Option type
2.250EUR +1.35% 2.270
Bid Size: 2,400
2.480
Ask Size: 2,400
UNICREDIT 38.00 EUR 2025-03-20 Call
 

Master data

WKN: PG4VLJ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: UNICREDIT
Type: Warrant
Option type: Call
Strike price: 38.00 EUR
Maturity: 2025-03-20
Issue date: 2024-07-25
Last trading day: 2025-03-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 15.21
Leverage: Yes

Calculated values

Fair value: 2.01
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.28
Parity: -0.29
Time value: 2.48
Break-even: 40.48
Moneyness: 0.99
Premium: 0.07
Premium p.a.: 0.35
Spread abs.: 0.21
Spread %: 9.25%
Delta: 0.53
Theta: -0.02
Omega: 8.07
Rho: 0.04
 

Quote data

Open: 2.140
High: 2.300
Low: 2.100
Previous Close: 2.220
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -16.36%
1 Month  
+14.80%
3 Months
  -25.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.690 2.200
1M High / 1M Low: 3.430 1.640
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.340
Avg. volume 1W:   0.000
Avg. price 1M:   2.511
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   215.05%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -