BNP Paribas Call 120 GIS 15.01.2027
/ DE000PL1K2R6
BNP Paribas Call 120 GIS 15.01.20.../ DE000PL1K2R6 /
| 24/01/2025 09:42:04 |
Chg.-0.010 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
-1.59% |
-
Bid Size: - |
-
Ask Size: - |
GILEAD SCIENCES DL... |
120.00 - |
15/01/2027 |
Call |
Master data
| WKN: |
PL1K2R |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
GILEAD SCIENCES DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 - |
| Maturity: |
15/01/2027 |
| Issue date: |
18/11/2024 |
| Last trading day: |
14/01/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.21 |
| Parity: |
-3.08 |
| Time value: |
0.65 |
| Break-even: |
126.50 |
| Moneyness: |
0.74 |
| Premium: |
0.42 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.02 |
| Spread %: |
3.17% |
| Delta: |
0.34 |
| Theta: |
-0.01 |
| Omega: |
4.65 |
| Rho: |
0.47 |
Quote data
| Open: |
0.620 |
| High: |
0.620 |
| Low: |
0.620 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.64% |
| 1 Month |
|
|
-8.82% |
| 3 Months |
|
|
- |
| YTD |
|
|
-15.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.600 |
| 1M High / 1M Low: |
0.730 |
0.550 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
02/01/2025 |
0.680 |
| Low (YTD): |
09/01/2025 |
0.550 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.612 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.623 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |