BNP Paribas Call 66 BMW 15.11.2024
/ DE000PG7YHM9
BNP Paribas Call 66 BMW 15.11.202.../ DE000PG7YHM9 /
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: |
|
- |