BNP Paribas Call 38 CRIN 20.03.2025
/ DE000PG4VLJ0
BNP Paribas Call 38 CRIN 20.03.20.../ DE000PG4VLJ0 /
2024-12-23 9:47:29 AM |
Chg.+0.18 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.14EUR |
+9.18% |
- Bid Size: - |
- Ask Size: - |
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: |
2.14 |
High: |
2.14 |
Low: |
2.14 |
Previous Close: |
1.96 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-19.55% |
1 Month |
|
|
+1.42% |
3 Months |
|
|
-23.84% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.66 |
1.96 |
1M High / 1M Low: |
3.37 |
1.71 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.35 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.52 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
205.05% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |