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

EUWAX
11/10/2024  15:08:59 Chg.-0.030 Bid22:00:29 Ask22:00:29 Underlying Strike price Expiration date Option type
0.290EUR -9.38% -
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: 17.77
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.26
Parity: -0.43
Time value: 0.37
Break-even: 73.70
Moneyness: 0.94
Premium: 0.12
Premium p.a.: 0.30
Spread abs.: 0.04
Spread %: 12.12%
Delta: 0.44
Theta: -0.02
Omega: 7.78
Rho: 0.11
 

Quote data

Open: 0.290
High: 0.290
Low: 0.290
Previous Close: 0.320
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.41%
1 Month  
+61.11%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.260
1M High / 1M Low: 0.410 0.180
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.285
Avg. volume 1W:   0.000
Avg. price 1M:   0.290
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   218.10%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -