BNP Paribas Call 86 HEN3 17.01.20.../  DE000PG980G6  /

EUWAX
2024-12-20  9:19:09 AM Chg.-0.027 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.046EUR -36.99% -
Bid Size: -
-
Ask Size: -
HENKEL AG+CO.KGAA VZ... 86.00 EUR 2025-01-17 Call
 

Master data

WKN: PG980G
Issuer: BNP PARIBAS
Currency: EUR
Underlying: HENKEL AG+CO.KGAA VZO
Type: Warrant
Option type: Call
Strike price: 86.00 EUR
Maturity: 2025-01-17
Issue date: 2024-10-28
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 92.42
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.16
Parity: -0.19
Time value: 0.09
Break-even: 86.91
Moneyness: 0.98
Premium: 0.03
Premium p.a.: 0.56
Spread abs.: 0.03
Spread %: 44.44%
Delta: 0.35
Theta: -0.03
Omega: 31.91
Rho: 0.02
 

Quote data

Open: 0.046
High: 0.046
Low: 0.046
Previous Close: 0.073
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -61.67%
1 Month  
+206.67%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.046
1M High / 1M Low: 0.190 0.012
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.096
Avg. volume 1W:   0.000
Avg. price 1M:   0.069
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,032.11%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -