BNP Paribas Call 450 SPGI 21.03.2025
/ DE000PG4U6F7
BNP Paribas Call 450 SPGI 21.03.2.../ DE000PG4U6F7 /
| 10/09/2024 08:58:15 |
Chg.+0.20 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.96EUR |
+2.58% |
-
Bid Size: - |
-
Ask Size: - |
S&P Global Inc |
450.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
PG4U6F |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
S&P Global Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
25/07/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.92 |
| Intrinsic value: |
5.97 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.16 |
| Parity: |
5.97 |
| Time value: |
2.05 |
| Break-even: |
487.98 |
| Moneyness: |
1.15 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.05 |
| Spread %: |
0.63% |
| Delta: |
0.79 |
| Theta: |
-0.10 |
| Omega: |
4.63 |
| Rho: |
1.53 |
Quote data
| Open: |
7.96 |
| High: |
7.96 |
| Low: |
7.96 |
| Previous Close: |
7.76 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.42% |
| 1 Month |
|
|
+25.35% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.96 |
7.41 |
| 1M High / 1M Low: |
7.96 |
6.15 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.73 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.96 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
42.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
