BNP Paribas Call 92 VOW3 17.01.2025
/ DE000PG98F94
BNP Paribas Call 92 VOW3 17.01.20.../ DE000PG98F94 /
2024-12-20 9:50:14 PM |
Chg.+0.080 |
Bid9:53:19 PM |
Ask9:53:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.170EUR |
+88.89% |
0.170 Bid Size: 10,000 |
0.200 Ask Size: 10,000 |
VOLKSWAGEN AG VZO O.... |
92.00 EUR |
2025-01-17 |
Call |
Master data
WKN: |
PG98F9 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
VOLKSWAGEN AG VZO O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
92.00 EUR |
Maturity: |
2025-01-17 |
Issue date: |
2024-10-28 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
44.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.23 |
Parity: |
-0.32 |
Time value: |
0.20 |
Break-even: |
94.00 |
Moneyness: |
0.97 |
Premium: |
0.06 |
Premium p.a.: |
1.16 |
Spread abs.: |
0.03 |
Spread %: |
17.65% |
Delta: |
0.37 |
Theta: |
-0.06 |
Omega: |
16.64 |
Rho: |
0.02 |
Quote data
Open: |
0.090 |
High: |
0.170 |
Low: |
0.077 |
Previous Close: |
0.090 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+136.11% |
1 Month |
|
|
+304.76% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.170 |
0.072 |
1M High / 1M Low: |
0.170 |
0.020 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.097 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.061 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
495.95% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |