BNP Paribas Call 87 BMW 19.07.2024
/ DE000PG2NH53
BNP Paribas Call 87 BMW 19.07.202.../ DE000PG2NH53 /
| 7/3/2024 9:50:10 PM |
Chg.+0.050 |
Bid9:58:01 PM |
Ask9:58:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
+20.00% |
0.300
Bid Size: 10,000 |
0.330
Ask Size: 9,091 |
BAY.MOTOREN WERKE AG... |
87.00 EUR |
7/19/2024 |
Call |
Master data
| WKN: |
PG2NH5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BAY.MOTOREN WERKE AG ST |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
87.00 EUR |
| Maturity: |
7/19/2024 |
| Issue date: |
6/14/2024 |
| Last trading day: |
7/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
31.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.22 |
| Parity: |
0.10 |
| Time value: |
0.18 |
| Break-even: |
89.80 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.03 |
| Spread %: |
12.00% |
| Delta: |
0.60 |
| Theta: |
-0.07 |
| Omega: |
18.75 |
| Rho: |
0.02 |
Quote data
| Open: |
0.270 |
| High: |
0.320 |
| Low: |
0.270 |
| Previous Close: |
0.250 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.14% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.250 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.290 |
| 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: |
|
- |
