BNP Paribas Call 112 NEM 21.03.2025
/ DE000PG39919
BNP Paribas Call 112 NEM 21.03.20.../ DE000PG39919 /
| 24/01/2025 21:47:06 |
Chg.+0.050 |
Bid24/01/2025 |
Ask24/01/2025 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
+7.25% |
0.740
Bid Size: 4,055 |
0.760
Ask Size: 3,948 |
NEMETSCHEK SE O.N. |
112.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
PG3991 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
112.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
16/07/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.30 |
| Parity: |
0.14 |
| Time value: |
0.62 |
| Break-even: |
119.60 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.02 |
| Spread %: |
2.70% |
| Delta: |
0.57 |
| Theta: |
-0.06 |
| Omega: |
8.56 |
| Rho: |
0.09 |
Quote data
| Open: |
0.710 |
| High: |
0.760 |
| Low: |
0.700 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+428.57% |
| 1 Month |
|
|
+516.67% |
| 3 Months |
|
|
+85.00% |
| YTD |
|
|
+640.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.470 |
| 1M High / 1M Low: |
0.740 |
0.083 |
| 6M High / 6M Low: |
0.740 |
0.083 |
| High (YTD): |
24/01/2025 |
0.740 |
| Low (YTD): |
14/01/2025 |
0.083 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.618 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.254 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.264 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
920.95% |
| Volatility 6M: |
|
426.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |