BNP Paribas Call 66 BMW 15.11.202.../  DE000PG7YHM9  /

EUWAX
2024-11-04  9:52:19 AM Chg.+0.140 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.800EUR +21.21% -
Bid Size: -
-
Ask Size: -
BAY.MOTOREN WERKE AG... 66.00 EUR 2024-11-15 Call
 

Master data

WKN: PG7YHM
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BAY.MOTOREN WERKE AG ST
Type: Warrant
Option type: Call
Strike price: 66.00 EUR
Maturity: 2024-11-15
Issue date: 2024-09-12
Last trading day: 2024-11-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.92
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.72
Implied volatility: 0.72
Historic volatility: 0.26
Parity: 0.72
Time value: 0.10
Break-even: 74.20
Moneyness: 1.11
Premium: 0.01
Premium p.a.: 0.60
Spread abs.: 0.09
Spread %: 12.33%
Delta: 0.82
Theta: -0.12
Omega: 7.27
Rho: 0.02
 

Quote data

Open: 0.800
High: 0.800
Low: 0.800
Previous Close: 0.660
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.81%
1 Month
  -25.23%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.050 0.660
1M High / 1M Low: 1.220 0.660
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.854
Avg. volume 1W:   0.000
Avg. price 1M:   1.011
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   145.27%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -