BNP Paribas Call 450 MUV2 19.07.2024
/ DE000PG2NVJ0
BNP Paribas Call 450 MUV2 19.07.2.../ DE000PG2NVJ0 /
| 2024-07-10 9:24:41 AM |
Chg.+0.20 |
Bid2:49:16 PM |
Ask2:49:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.30EUR |
+18.18% |
1.29
Bid Size: 7,500 |
1.33
Ask Size: 7,500 |
MUENCH.RUECKVERS.VNA... |
450.00 EUR |
2024-07-19 |
Call |
Master data
| WKN: |
PG2NVJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 EUR |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-06-14 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
33.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.14 |
| Intrinsic value: |
0.95 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.18 |
| Parity: |
0.95 |
| Time value: |
0.44 |
| Break-even: |
463.90 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.09 |
| Spread %: |
6.92% |
| Delta: |
0.70 |
| Theta: |
-0.42 |
| Omega: |
23.05 |
| Rho: |
0.08 |
Quote data
| Open: |
1.30 |
| High: |
1.30 |
| Low: |
1.30 |
| Previous Close: |
1.10 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+54.76% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.10 |
0.59 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.79 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
