BNP Paribas Call 800 EMSN 20.06.2.../  DE000PG6YN74  /

Frankfurt Zert./BNP
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:   -