BNP Paribas Call 6 ENL 20.03.2025
/ DE000PG4VKX3
BNP Paribas Call 6 ENL 20.03.2025/ DE000PG4VKX3 /
| 16/10/2024 09:20:36 |
Chg.+0.020 |
Bid09:29:15 |
Ask09:29:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.310EUR |
+1.55% |
1.310
Bid Size: 14,000 |
1.330
Ask Size: 14,000 |
ENEL S.P.A. ... |
6.00 EUR |
20/03/2025 |
Call |
Master data
| WKN: |
PG4VKX |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ENEL S.P.A. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.00 EUR |
| Maturity: |
20/03/2025 |
| Issue date: |
25/07/2024 |
| Last trading day: |
19/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.27 |
| Intrinsic value: |
1.18 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.16 |
| Parity: |
1.18 |
| Time value: |
0.16 |
| Break-even: |
7.34 |
| Moneyness: |
1.20 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.06 |
| Spread %: |
4.69% |
| Delta: |
0.88 |
| Theta: |
0.00 |
| Omega: |
4.71 |
| Rho: |
0.02 |
Quote data
| Open: |
1.260 |
| High: |
1.310 |
| Low: |
1.260 |
| Previous Close: |
1.290 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.91% |
| 1 Month |
|
|
+2.34% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.290 |
1.100 |
| 1M High / 1M Low: |
1.300 |
1.040 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.200 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.198 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
