BNP Paribas Call 95 BSI 20.06.2025
/ DE000PG8UAZ2
BNP Paribas Call 95 BSI 20.06.202.../ DE000PG8UAZ2 /
| 04/10/2024 21:20:40 |
Chg.+0.040 |
Bid21:58:39 |
Ask21:58:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.820EUR |
+1.44% |
-
Bid Size: - |
-
Ask Size: - |
BE SEMICON.INDSINH.E... |
95.00 - |
20/06/2025 |
Call |
Master data
| WKN: |
PG8UAZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BE SEMICON.INDSINH.EO-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 - |
| Maturity: |
20/06/2025 |
| Issue date: |
30/09/2024 |
| Last trading day: |
07/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.84 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.83 |
| Historic volatility: |
0.46 |
| Parity: |
0.61 |
| Time value: |
2.30 |
| Break-even: |
124.10 |
| Moneyness: |
1.06 |
| Premium: |
0.23 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.08 |
| Spread %: |
2.83% |
| Delta: |
0.67 |
| Theta: |
-0.06 |
| Omega: |
2.34 |
| Rho: |
0.24 |
Quote data
| Open: |
2.820 |
| High: |
2.940 |
| Low: |
2.810 |
| Previous Close: |
2.780 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.820 |
2.820 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.820 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
