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: |
|
- |
