BNP Paribas Call 77 BMW 20.09.2024
/ DE000PG53LL3
BNP Paribas Call 77 BMW 20.09.202.../ DE000PG53LL3 /
8/26/2024 3:50:19 PM |
Chg.+0.070 |
Bid4:16:20 PM |
Ask4:16:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.860EUR |
+8.86% |
0.850 Bid Size: 40,000 |
0.870 Ask Size: 40,000 |
BAY.MOTOREN WERKE AG... |
77.00 EUR |
9/20/2024 |
Call |
Master data
WKN: |
PG53LL |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
BAY.MOTOREN WERKE AG ST |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
77.00 EUR |
Maturity: |
9/20/2024 |
Issue date: |
8/9/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
10.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.77 |
Intrinsic value: |
0.75 |
Implied volatility: |
0.32 |
Historic volatility: |
0.22 |
Parity: |
0.75 |
Time value: |
0.06 |
Break-even: |
85.10 |
Moneyness: |
1.10 |
Premium: |
0.01 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.03 |
Spread %: |
3.85% |
Delta: |
0.88 |
Theta: |
-0.04 |
Omega: |
9.15 |
Rho: |
0.05 |
Quote data
Open: |
0.780 |
High: |
0.860 |
Low: |
0.770 |
Previous Close: |
0.790 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+28.36% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.790 |
0.640 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.698 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |