BNP Paribas Call 90 BSI 20.06.2025
/ DE000PG8UA06
BNP Paribas Call 90 BSI 20.06.202.../ DE000PG8UA06 /
| 04/11/2024 08:42:51 |
Chg.+0.21 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.11EUR |
+11.05% |
-
Bid Size: - |
-
Ask Size: - |
BE SEMICON.INDSINH.E... |
90.00 EUR |
20/06/2025 |
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: |
20/06/2025 |
| Issue date: |
30/09/2024 |
| Last trading day: |
19/06/2025 |
| 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: |
2.11 |
| High: |
2.11 |
| Low: |
2.11 |
| Previous Close: |
1.90 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.60% |
| 1 Month |
|
|
-32.80% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.50 |
1.90 |
| 1M High / 1M Low: |
3.21 |
1.90 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.54 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
162.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
