BNP Paribas Call 78 HEN3 17.01.20.../  DE000PG980M4  /

EUWAX
2024-12-20  9:19:09 AM Chg.-0.060 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.550EUR -9.84% -
Bid Size: -
-
Ask Size: -
HENKEL AG+CO.KGAA VZ... 78.00 EUR 2025-01-17 Call
 

Master data

WKN: PG980M
Issuer: BNP PARIBAS
Currency: EUR
Underlying: HENKEL AG+CO.KGAA VZO
Type: Warrant
Option type: Call
Strike price: 78.00 EUR
Maturity: 2025-01-17
Issue date: 2024-10-28
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.37
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.61
Implied volatility: 0.29
Historic volatility: 0.16
Parity: 0.61
Time value: 0.07
Break-even: 84.80
Moneyness: 1.08
Premium: 0.01
Premium p.a.: 0.12
Spread abs.: 0.05
Spread %: 7.94%
Delta: 0.85
Theta: -0.03
Omega: 10.49
Rho: 0.05
 

Quote data

Open: 0.550
High: 0.550
Low: 0.550
Previous Close: 0.610
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.54%
1 Month  
+139.13%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.800 0.550
1M High / 1M Low: 0.830 0.230
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.668
Avg. volume 1W:   0.000
Avg. price 1M:   0.522
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   298.43%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -