BNP Paribas Call 93 VOW3 17.01.2025
/ DE000PG98F86
BNP Paribas Call 93 VOW3 17.01.20.../ DE000PG98F86 /
| 2024-12-20 9:50:14 PM |
Chg.+0.067 |
Bid9:53:17 PM |
Ask9:53:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
+91.78% |
0.130
Bid Size: 10,000 |
0.160
Ask Size: 10,000 |
VOLKSWAGEN AG VZO O.... |
93.00 EUR |
2025-01-17 |
Call |
Master data
| WKN: |
PG98F8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG VZO O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
93.00 EUR |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-10-28 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
55.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.23 |
| Parity: |
-0.42 |
| Time value: |
0.16 |
| Break-even: |
94.60 |
| Moneyness: |
0.95 |
| Premium: |
0.07 |
| Premium p.a.: |
1.35 |
| Spread abs.: |
0.03 |
| Spread %: |
23.08% |
| Delta: |
0.33 |
| Theta: |
-0.05 |
| Omega: |
18.06 |
| Rho: |
0.02 |
Quote data
| Open: |
0.069 |
| High: |
0.140 |
| Low: |
0.059 |
| Previous Close: |
0.073 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+55.56% |
| 1 Month |
|
|
+311.76% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.054 |
| 1M High / 1M Low: |
0.140 |
0.015 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.078 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.048 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
492.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
