BNP Paribas Call 65 BNR 21.03.2025
/ DE000PG6M6V2
BNP Paribas Call 65 BNR 21.03.202.../ DE000PG6M6V2 /
2024-12-20 9:50:12 PM |
Chg.+0.010 |
Bid9:59:39 PM |
Ask9:59:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.650EUR |
+1.56% |
0.650 Bid Size: 4,616 |
0.760 Ask Size: 3,948 |
BRENNTAG SE NA O.N. |
65.00 EUR |
2025-03-21 |
Call |
Master data
WKN: |
PG6M6V |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
BRENNTAG SE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
65.00 EUR |
Maturity: |
2025-03-21 |
Issue date: |
2024-08-19 |
Last trading day: |
2025-03-20 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
75.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.57 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.23 |
Parity: |
-7.66 |
Time value: |
0.76 |
Break-even: |
65.76 |
Moneyness: |
0.88 |
Premium: |
0.15 |
Premium p.a.: |
0.74 |
Spread abs.: |
0.11 |
Spread %: |
16.92% |
Delta: |
0.20 |
Theta: |
-0.01 |
Omega: |
14.82 |
Rho: |
0.03 |
Quote data
Open: |
0.610 |
High: |
0.670 |
Low: |
0.580 |
Previous Close: |
0.640 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-62.43% |
1 Month |
|
|
-51.49% |
3 Months |
|
|
-76.28% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.530 |
0.640 |
1M High / 1M Low: |
2.450 |
0.640 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.872 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.724 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
290.40% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |