BNP Paribas Call 55 BMW 19.06.2026
/ DE000PG7YJY0
BNP Paribas Call 55 BMW 19.06.202.../ DE000PG7YJY0 /
10/3/2024 12:21:00 PM |
Chg.-0.110 |
Bid12:25:44 PM |
Ask12:25:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.420EUR |
-4.35% |
2.420 Bid Size: 40,000 |
2.460 Ask Size: 40,000 |
BAY.MOTOREN WERKE AG... |
55.00 EUR |
6/19/2026 |
Call |
Master data
WKN: |
PG7YJY |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
BAY.MOTOREN WERKE AG ST |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
55.00 EUR |
Maturity: |
6/19/2026 |
Issue date: |
9/12/2024 |
Last trading day: |
6/18/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.69 |
Intrinsic value: |
2.26 |
Implied volatility: |
0.18 |
Historic volatility: |
0.26 |
Parity: |
2.26 |
Time value: |
0.33 |
Break-even: |
80.90 |
Moneyness: |
1.41 |
Premium: |
0.04 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.05 |
Spread %: |
1.97% |
Delta: |
0.97 |
Theta: |
-0.01 |
Omega: |
2.90 |
Rho: |
0.84 |
Quote data
Open: |
2.560 |
High: |
2.560 |
Low: |
2.400 |
Previous Close: |
2.530 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-8.33% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.710 |
2.520 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.620 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |