BNP Paribas Call 900 AVS 21.03.2025
/ DE000PG2N872
BNP Paribas Call 900 AVS 21.03.20.../ DE000PG2N872 /
| 7/9/2024 9:20:40 PM |
Chg.+0.010 |
Bid7/9/2024 |
Ask7/9/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
+2.17% |
0.470
Bid Size: 6,383 |
0.550
Ask Size: 5,455 |
ASM INTL N.V. E... |
900.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
PG2N87 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ASM INTL N.V. EO-,04 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
900.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
6/14/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.37 |
| Parity: |
-1.80 |
| Time value: |
0.54 |
| Break-even: |
954.00 |
| Moneyness: |
0.80 |
| Premium: |
0.33 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.08 |
| Spread %: |
17.39% |
| Delta: |
0.36 |
| Theta: |
-0.22 |
| Omega: |
4.82 |
| Rho: |
1.44 |
Quote data
| Open: |
0.470 |
| High: |
0.480 |
| Low: |
0.470 |
| Previous Close: |
0.460 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.440 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.462 |
| 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: |
|
- |
