BNP Paribas Call 800 EMSN 20.06.2025
/ DE000PG6YN74
BNP Paribas Call 800 EMSN 20.06.2.../ DE000PG6YN74 /
11/7/2024 4:21:15 PM |
Chg.+0.001 |
Bid5:17:30 PM |
Ask5:17:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.050EUR |
+2.04% |
- Bid Size: - |
- Ask Size: - |
EMS-CHEMIE N |
800.00 CHF |
6/20/2025 |
Call |
Master data
WKN: |
PG6YN7 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
EMS-CHEMIE N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
800.00 CHF |
Maturity: |
6/20/2025 |
Issue date: |
8/22/2024 |
Last trading day: |
6/19/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
86.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.20 |
Historic volatility: |
0.20 |
Parity: |
-1.52 |
Time value: |
0.08 |
Break-even: |
858.70 |
Moneyness: |
0.82 |
Premium: |
0.23 |
Premium p.a.: |
0.40 |
Spread abs.: |
0.03 |
Spread %: |
68.75% |
Delta: |
0.15 |
Theta: |
-0.07 |
Omega: |
12.99 |
Rho: |
0.60 |
Quote data
Open: |
0.050 |
High: |
0.055 |
Low: |
0.048 |
Previous Close: |
0.049 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-9.09% |
1 Month |
|
|
-54.55% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.069 |
0.049 |
1M High / 1M Low: |
0.120 |
0.049 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.060 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.090 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
204.60% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |