BNP Paribas Call 16.2 DBK 21.02.2025
/ DE000PG98MJ0
BNP Paribas Call 16.2 DBK 21.02.2.../ DE000PG98MJ0 /
| 1/24/2025 12:20:15 PM |
Chg.-0.020 |
Bid12:25:39 PM |
Ask12:25:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.980EUR |
-0.67% |
2.960
Bid Size: 13,000 |
3.000
Ask Size: 13,000 |
DEUTSCHE BANK AG NA ... |
16.20 EUR |
2/21/2025 |
Call |
Master data
| WKN: |
PG98MJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE BANK AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.20 EUR |
| Maturity: |
2/21/2025 |
| Issue date: |
10/28/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.89 |
| Intrinsic value: |
2.85 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.28 |
| Parity: |
2.85 |
| Time value: |
0.24 |
| Break-even: |
19.29 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.06 |
| Spread %: |
1.98% |
| Delta: |
0.87 |
| Theta: |
-0.01 |
| Omega: |
5.37 |
| Rho: |
0.01 |
Quote data
| Open: |
3.100 |
| High: |
3.100 |
| Low: |
2.910 |
| Previous Close: |
3.000 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.79% |
| 1 Month |
|
|
+220.43% |
| 3 Months |
|
|
- |
| YTD |
|
|
+173.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.000 |
2.530 |
| 1M High / 1M Low: |
3.000 |
1.010 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/23/2025 |
3.000 |
| Low (YTD): |
1/2/2025 |
1.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.726 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.780 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
180.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |