BNP Paribas Call 480 SPGI 20.06.2025
/ DE000PG3UD65
BNP Paribas Call 480 SPGI 20.06.2.../ DE000PG3UD65 /
| 15/11/2024 21:50:34 |
Chg.-0.640 |
Bid21:59:46 |
Ask21:59:46 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.290EUR |
-10.79% |
5.320
Bid Size: 2,200 |
5.410
Ask Size: 2,200 |
S&P Global Inc |
480.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
PG3UD6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
S&P Global Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
480.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
09/07/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.96 |
| Intrinsic value: |
2.21 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.15 |
| Parity: |
2.21 |
| Time value: |
3.18 |
| Break-even: |
509.84 |
| Moneyness: |
1.05 |
| Premium: |
0.07 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.09 |
| Spread %: |
1.70% |
| Delta: |
0.67 |
| Theta: |
-0.10 |
| Omega: |
5.91 |
| Rho: |
1.57 |
Quote data
| Open: |
5.780 |
| High: |
5.830 |
| Low: |
5.290 |
| Previous Close: |
5.930 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-28.90% |
| 3 Months |
|
|
+2.72% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.930 |
5.290 |
| 1M High / 1M Low: |
7.440 |
4.140 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.632 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.370 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
