BNP Paribas Call 20.5 BAYN 17.01.2025
/ DE000PL08Q28
BNP Paribas Call 20.5 BAYN 17.01..../ DE000PL08Q28 /
| 10/01/2025 19:20:14 |
Chg.+0.002 |
Bid19:33:44 |
Ask19:33:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.003EUR |
+200.00% |
0.005
Bid Size: 20,000 |
0.047
Ask Size: 20,000 |
BAYER AG NA O.N. |
20.50 EUR |
17/01/2025 |
Call |
Master data
| WKN: |
PL08Q2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.50 EUR |
| Maturity: |
17/01/2025 |
| Issue date: |
13/11/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
50.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.33 |
| Parity: |
-0.07 |
| Time value: |
0.04 |
| Break-even: |
20.89 |
| Moneyness: |
0.96 |
| Premium: |
0.06 |
| Premium p.a.: |
17.27 |
| Spread abs.: |
0.04 |
| Spread %: |
3,800.00% |
| Delta: |
0.35 |
| Theta: |
-0.05 |
| Omega: |
17.91 |
| Rho: |
0.00 |
Quote data
| Open: |
0.001 |
| High: |
0.019 |
| Low: |
0.001 |
| Previous Close: |
0.001 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+200.00% |
| 1 Month |
|
|
-96.30% |
| 3 Months |
|
|
- |
| YTD |
|
|
+200.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.001 |
0.001 |
| 1M High / 1M Low: |
0.081 |
0.001 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
09/01/2025 |
0.001 |
| Low (YTD): |
09/01/2025 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.001 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.020 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
306.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |