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: |
|
- |
