BNP Paribas Call 22 LDO 18.09.2025
/ DE000PG4Y6G1
BNP Paribas Call 22 LDO 18.09.202.../ DE000PG4Y6G1 /
| 1/24/2025 9:38:03 AM |
Chg.-0.02 |
Bid6:22:25 PM |
Ask6:22:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.24EUR |
-0.24% |
8.36
Bid Size: 1,151 |
8.53
Ask Size: 1,151 |
LEONARDO |
22.00 EUR |
9/18/2025 |
Call |
Master data
| WKN: |
PG4Y6G |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LEONARDO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.00 EUR |
| Maturity: |
9/18/2025 |
| Issue date: |
7/26/2024 |
| Last trading day: |
9/17/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.40 |
| Intrinsic value: |
7.71 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.31 |
| Parity: |
7.71 |
| Time value: |
1.01 |
| Break-even: |
30.72 |
| Moneyness: |
1.35 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.17 |
| Spread %: |
1.99% |
| Delta: |
0.88 |
| Theta: |
-0.01 |
| Omega: |
3.00 |
| Rho: |
0.11 |
Quote data
| Open: |
8.24 |
| High: |
8.24 |
| Low: |
8.24 |
| Previous Close: |
8.26 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.20% |
| 1 Month |
|
|
+52.88% |
| 3 Months |
|
|
+185.12% |
| YTD |
|
|
+59.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
8.26 |
7.41 |
| 1M High / 1M Low: |
8.26 |
5.03 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/23/2025 |
8.26 |
| Low (YTD): |
1/6/2025 |
5.03 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.76 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |