BNP Paribas Call 5.5 RR/ 20.12.2024
/ DE000PG2N8Z2
BNP Paribas Call 5.5 RR/ 20.12.20.../ DE000PG2N8Z2 /
2024-09-12 5:20:59 PM |
Chg.+0.040 |
Bid2024-09-12 |
Ask2024-09-12 |
Underlying |
Strike price |
Expiration date |
Option type |
0.200EUR |
+25.00% |
0.200 Bid Size: 34,000 |
0.210 Ask Size: 34,000 |
Rolls-Royce Holdings... |
5.50 GBP |
2024-12-20 |
Call |
Master data
WKN: |
PG2N8Z |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
5.50 GBP |
Maturity: |
2024-12-20 |
Issue date: |
2024-06-14 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
33.54 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.18 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.36 |
Parity: |
-0.81 |
Time value: |
0.17 |
Break-even: |
6.68 |
Moneyness: |
0.88 |
Premium: |
0.17 |
Premium p.a.: |
0.80 |
Spread abs.: |
0.01 |
Spread %: |
6.25% |
Delta: |
0.28 |
Theta: |
0.00 |
Omega: |
9.50 |
Rho: |
0.00 |
Quote data
Open: |
0.190 |
High: |
0.200 |
Low: |
0.190 |
Previous Close: |
0.160 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+17.65% |
1 Month |
|
|
-20.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.170 |
0.120 |
1M High / 1M Low: |
0.290 |
0.120 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.148 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.223 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
224.16% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |