BNP Paribas Call 32 CRIN 20.03.2025
/ DE000PG6BK33
BNP Paribas Call 32 CRIN 20.03.20.../ DE000PG6BK33 /
| 1/24/2025 9:47:06 PM |
Chg.+0.060 |
Bid9:59:47 PM |
Ask9:59:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.950EUR |
+0.50% |
11.950
Bid Size: 1,000 |
12.210
Ask Size: 1,000 |
UNICREDIT |
32.00 EUR |
3/20/2025 |
Call |
Master data
| WKN: |
PG6BK3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
UNICREDIT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 EUR |
| Maturity: |
3/20/2025 |
| Issue date: |
8/13/2024 |
| Last trading day: |
3/19/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
11.89 |
| Intrinsic value: |
11.76 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.28 |
| Parity: |
11.76 |
| Time value: |
0.46 |
| Break-even: |
44.21 |
| Moneyness: |
1.37 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.26 |
| Spread %: |
2.18% |
| Delta: |
0.93 |
| Theta: |
-0.01 |
| Omega: |
3.34 |
| Rho: |
0.04 |
Quote data
| Open: |
12.000 |
| High: |
12.970 |
| Low: |
11.950 |
| Previous Close: |
11.890 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.68% |
| 1 Month |
|
|
+81.06% |
| 3 Months |
|
|
+40.09% |
| YTD |
|
|
+65.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
11.950 |
10.570 |
| 1M High / 1M Low: |
11.950 |
6.820 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/24/2025 |
11.950 |
| Low (YTD): |
1/2/2025 |
6.820 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
11.390 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
9.295 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |