BNP Paribas Call 70 PRY 20.03.202.../  DE000PG4VK72  /

EUWAX
15/11/2024  09:54:30 Chg.0.000 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
0.190EUR 0.00% -
Bid Size: -
-
Ask Size: -
PRYSMIAN 70.00 EUR 20/03/2025 Call
 

Master data

WKN: PG4VK7
Issuer: BNP PARIBAS
Currency: EUR
Underlying: PRYSMIAN
Type: Warrant
Option type: Call
Strike price: 70.00 EUR
Maturity: 20/03/2025
Issue date: 25/07/2024
Last trading day: 19/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 35.84
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.26
Parity: -0.91
Time value: 0.17
Break-even: 71.70
Moneyness: 0.87
Premium: 0.18
Premium p.a.: 0.62
Spread abs.: 0.04
Spread %: 30.77%
Delta: 0.27
Theta: -0.02
Omega: 9.73
Rho: 0.05
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.190
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+90.00%
1 Month
  -42.42%
3 Months
  -9.52%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.180
1M High / 1M Low: 0.470 0.100
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.206
Avg. volume 1W:   0.000
Avg. price 1M:   0.280
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   661.78%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -