BNP Paribas Call 91 VOW3 17.01.2025
/ DE000PG98GA1
BNP Paribas Call 91 VOW3 17.01.20.../ DE000PG98GA1 /
2024-12-20 9:19:13 AM |
Chg.-0.020 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.110EUR |
-15.38% |
- Bid Size: - |
- Ask Size: - |
VOLKSWAGEN AG VZO O.... |
91.00 EUR |
2025-01-17 |
Call |
Master data
WKN: |
PG98GA |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
VOLKSWAGEN AG VZO O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
91.00 EUR |
Maturity: |
2025-01-17 |
Issue date: |
2024-10-28 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
37.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.13 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.23 |
Parity: |
-0.22 |
Time value: |
0.24 |
Break-even: |
93.40 |
Moneyness: |
0.98 |
Premium: |
0.05 |
Premium p.a.: |
0.98 |
Spread abs.: |
0.03 |
Spread %: |
14.29% |
Delta: |
0.42 |
Theta: |
-0.06 |
Omega: |
15.62 |
Rho: |
0.03 |
Quote data
Open: |
0.110 |
High: |
0.110 |
Low: |
0.110 |
Previous Close: |
0.130 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+25.00% |
1 Month |
|
|
+77.42% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.130 |
0.088 |
1M High / 1M Low: |
0.150 |
0.027 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.106 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.071 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
397.08% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |