BNP Paribas Call 5.2 RR/ 20.09.2024
/ DE000PG2N8Y5
BNP Paribas Call 5.2 RR/ 20.09.20.../ DE000PG2N8Y5 /
11/09/2024 09:20:30 |
Chg.- |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
0.007EUR |
- |
- Bid Size: - |
- Ask Size: - |
Rolls-Royce Holdings... |
5.20 GBP |
20/09/2024 |
Call |
Master data
WKN: |
PG2N8Y |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
5.20 GBP |
Maturity: |
20/09/2024 |
Issue date: |
14/06/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
56.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.81 |
Historic volatility: |
0.36 |
Parity: |
-0.56 |
Time value: |
0.10 |
Break-even: |
6.27 |
Moneyness: |
0.91 |
Premium: |
0.12 |
Premium p.a.: |
87.37 |
Spread abs.: |
0.09 |
Spread %: |
809.09% |
Delta: |
0.25 |
Theta: |
-0.01 |
Omega: |
14.05 |
Rho: |
0.00 |
Quote data
Open: |
0.007 |
High: |
0.007 |
Low: |
0.007 |
Previous Close: |
0.016 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-72.00% |
1 Month |
|
|
-95.33% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.025 |
0.006 |
1M High / 1M Low: |
0.180 |
0.001 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.013 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.092 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
8,157.73% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |