BNP Paribas Call 7.5 AFR0 20.09.2024
/ DE000PG3N5K9
BNP Paribas Call 7.5 AFR0 20.09.2.../ DE000PG3N5K9 /
12/08/2024 08:21:17 |
Chg.0.000 |
Bid09:14:45 |
Ask09:14:45 |
Underlying |
Strike price |
Expiration date |
Option type |
0.540EUR |
0.00% |
0.540 Bid Size: 20,000 |
0.550 Ask Size: 20,000 |
AIR FRANCE-KLM INH. ... |
7.50 EUR |
20/09/2024 |
Call |
Master data
WKN: |
PG3N5K |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
AIR FRANCE-KLM INH. EO 1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
7.50 EUR |
Maturity: |
20/09/2024 |
Issue date: |
08/07/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
12.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.49 |
Intrinsic value: |
0.19 |
Implied volatility: |
0.47 |
Historic volatility: |
0.37 |
Parity: |
0.19 |
Time value: |
0.41 |
Break-even: |
8.10 |
Moneyness: |
1.03 |
Premium: |
0.05 |
Premium p.a.: |
0.58 |
Spread abs.: |
0.05 |
Spread %: |
9.09% |
Delta: |
0.60 |
Theta: |
-0.01 |
Omega: |
7.74 |
Rho: |
0.00 |
Quote data
Open: |
0.540 |
High: |
0.540 |
Low: |
0.540 |
Previous Close: |
0.540 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-15.63% |
1 Month |
|
|
-41.94% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.650 |
0.540 |
1M High / 1M Low: |
1.100 |
0.540 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.582 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.844 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
201.16% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |