BNP Paribas Call 40 G1A 20.06.2025
/ DE000PG4VFF0
BNP Paribas Call 40 G1A 20.06.202.../ DE000PG4VFF0 /
11/10/2024 21:20:24 |
Chg.+0.050 |
Bid11/10/2024 |
Ask11/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.830EUR |
+6.41% |
0.830 Bid Size: 3,615 |
0.850 Ask Size: 3,530 |
GEA GROUP AG |
40.00 EUR |
20/06/2025 |
Call |
Master data
WKN: |
PG4VFF |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
GEA GROUP AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
40.00 EUR |
Maturity: |
20/06/2025 |
Issue date: |
25/07/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.78 |
Intrinsic value: |
0.64 |
Implied volatility: |
0.27 |
Historic volatility: |
0.20 |
Parity: |
0.64 |
Time value: |
0.21 |
Break-even: |
48.50 |
Moneyness: |
1.16 |
Premium: |
0.04 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.02 |
Spread %: |
2.41% |
Delta: |
0.81 |
Theta: |
-0.01 |
Omega: |
4.44 |
Rho: |
0.20 |
Quote data
Open: |
0.780 |
High: |
0.830 |
Low: |
0.780 |
Previous Close: |
0.780 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+5.06% |
1 Month |
|
|
+69.39% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.830 |
0.700 |
1M High / 1M Low: |
0.830 |
0.480 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.772 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.632 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
122.06% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |