BNP Paribas Call 105 TT8 21.03.2025
/ DE000PG4U675
BNP Paribas Call 105 TT8 21.03.20.../ DE000PG4U675 /
| 23/01/2025 21:55:17 |
Chg.-0.160 |
Bid21:59:00 |
Ask21:59:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.760EUR |
-8.33% |
1.770
Bid Size: 13,000 |
1.780
Ask Size: 13,000 |
THE TRA.DESK A DL-,0... |
105.00 - |
21/03/2025 |
Call |
Master data
| WKN: |
PG4U67 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
THE TRA.DESK A DL-,000001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
25/07/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.41 |
| Intrinsic value: |
1.10 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.40 |
| Parity: |
1.10 |
| Time value: |
0.82 |
| Break-even: |
124.20 |
| Moneyness: |
1.10 |
| Premium: |
0.07 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.01 |
| Spread %: |
0.52% |
| Delta: |
0.69 |
| Theta: |
-0.11 |
| Omega: |
4.18 |
| Rho: |
0.10 |
Quote data
| Open: |
1.870 |
| High: |
1.880 |
| Low: |
1.670 |
| Previous Close: |
1.920 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.56% |
| 1 Month |
|
|
-18.52% |
| 3 Months |
|
|
-12.44% |
| YTD |
|
|
-13.30% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.240 |
1.920 |
| 1M High / 1M Low: |
2.470 |
1.690 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
06/01/2025 |
2.470 |
| Low (YTD): |
14/01/2025 |
1.690 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.114 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.044 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |