BNP Paribas Call 4.8 RR/ 21.03.2025
/ DE000PG4U576
BNP Paribas Call 4.8 RR/ 21.03.20.../ DE000PG4U576 /
| 10/09/2024 17:21:10 |
Chg.+0.030 |
Bid10/09/2024 |
Ask10/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
+4.84% |
0.650
Bid Size: 17,000 |
0.660
Ask Size: 17,000 |
Rolls-Royce Holdings... |
4.80 GBP |
21/03/2025 |
Call |
Master data
| WKN: |
PG4U57 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.80 GBP |
| Maturity: |
21/03/2025 |
| Issue date: |
25/07/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.36 |
| Parity: |
-0.05 |
| Time value: |
0.64 |
| Break-even: |
6.33 |
| Moneyness: |
0.99 |
| Premium: |
0.12 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.01 |
| Spread %: |
1.59% |
| Delta: |
0.57 |
| Theta: |
0.00 |
| Omega: |
5.01 |
| Rho: |
0.01 |
Quote data
| Open: |
0.670 |
| High: |
0.670 |
| Low: |
0.640 |
| Previous Close: |
0.620 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.72% |
| 1 Month |
|
|
-14.47% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.570 |
| 1M High / 1M Low: |
0.880 |
0.570 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.648 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.771 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
