BNP Paribas Call 48 OMV 21.03.2025
/ DE000PG2NFC8
BNP Paribas Call 48 OMV 21.03.202.../ DE000PG2NFC8 /
9/6/2024 5:21:08 PM |
Chg.-0.014 |
Bid9/6/2024 |
Ask9/6/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.030EUR |
-31.82% |
0.030 Bid Size: 25,000 |
0.081 Ask Size: 25,000 |
OMV AG |
48.00 EUR |
3/21/2025 |
Call |
Master data
WKN: |
PG2NFC |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
OMV AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
48.00 EUR |
Maturity: |
3/21/2025 |
Issue date: |
6/14/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
38.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.22 |
Parity: |
-0.92 |
Time value: |
0.10 |
Break-even: |
49.00 |
Moneyness: |
0.81 |
Premium: |
0.26 |
Premium p.a.: |
0.54 |
Spread abs.: |
0.06 |
Spread %: |
127.27% |
Delta: |
0.22 |
Theta: |
-0.01 |
Omega: |
8.68 |
Rho: |
0.04 |
Quote data
Open: |
0.035 |
High: |
0.035 |
Low: |
0.029 |
Previous Close: |
0.044 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-43.40% |
1 Month |
|
|
-30.23% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.053 |
0.039 |
1M High / 1M Low: |
0.068 |
0.039 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.046 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.055 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
210.90% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |