BNP Paribas Call 90 BSI 20.06.2025
/ DE000PG8UA06
BNP Paribas Call 90 BSI 20.06.202.../ DE000PG8UA06 /
| 11/4/2024 11:21:31 AM |
Chg.-0.080 |
Bid11:57:09 AM |
Ask11:57:09 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.010EUR |
-3.83% |
2.040
Bid Size: 3,491 |
2.060
Ask Size: 3,491 |
BE SEMICON.INDSINH.E... |
90.00 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
PG8UA0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BE SEMICON.INDSINH.EO-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
9/30/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.11 |
| Intrinsic value: |
1.11 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.46 |
| Parity: |
1.11 |
| Time value: |
1.05 |
| Break-even: |
111.60 |
| Moneyness: |
1.12 |
| Premium: |
0.10 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.07 |
| Spread %: |
3.35% |
| Delta: |
0.71 |
| Theta: |
-0.03 |
| Omega: |
3.31 |
| Rho: |
0.31 |
Quote data
| Open: |
2.110 |
| High: |
2.110 |
| Low: |
1.870 |
| Previous Close: |
2.090 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.10% |
| 1 Month |
|
|
-35.99% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.340 |
1.890 |
| 1M High / 1M Low: |
3.210 |
1.890 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.160 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.500 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
