BNP Paribas Call 102 NEM 21.03.2025
/ DE000PG2NX04
BNP Paribas Call 102 NEM 21.03.20.../ DE000PG2NX04 /
| 24/01/2025 21:47:06 |
Chg.+0.080 |
Bid21:59:48 |
Ask21:59:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.430EUR |
+5.93% |
1.430
Bid Size: 2,098 |
1.450
Ask Size: 2,069 |
NEMETSCHEK SE O.N. |
102.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
PG2NX0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
102.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
14/06/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.29 |
| Intrinsic value: |
1.14 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.30 |
| Parity: |
1.14 |
| Time value: |
0.31 |
| Break-even: |
116.50 |
| Moneyness: |
1.11 |
| Premium: |
0.03 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.02 |
| Spread %: |
1.40% |
| Delta: |
0.77 |
| Theta: |
-0.06 |
| Omega: |
6.05 |
| Rho: |
0.11 |
Quote data
| Open: |
1.390 |
| High: |
1.450 |
| Low: |
1.380 |
| Previous Close: |
1.350 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+225.00% |
| 1 Month |
|
|
+297.22% |
| 3 Months |
|
|
+74.39% |
| YTD |
|
|
+346.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.430 |
1.040 |
| 1M High / 1M Low: |
1.430 |
0.280 |
| 6M High / 6M Low: |
1.430 |
0.280 |
| High (YTD): |
24/01/2025 |
1.430 |
| Low (YTD): |
14/01/2025 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.258 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.609 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.577 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
556.40% |
| Volatility 6M: |
|
280.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |