BNP Paribas Call 32 OMV 19.09.202.../  DE000PG82DB0  /

EUWAX
1/24/2025  9:59:51 AM Chg.+0.010 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.760EUR +1.33% -
Bid Size: -
-
Ask Size: -
OMV AG 32.00 EUR 9/19/2025 Call
 

Master data

WKN: PG82DB
Issuer: BNP PARIBAS
Currency: EUR
Underlying: OMV AG
Type: Warrant
Option type: Call
Strike price: 32.00 EUR
Maturity: 9/19/2025
Issue date: 10/3/2024
Last trading day: 9/18/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.78
Leverage: Yes

Calculated values

Fair value: 0.80
Intrinsic value: 0.72
Implied volatility: 0.25
Historic volatility: 0.20
Parity: 0.72
Time value: 0.10
Break-even: 40.20
Moneyness: 1.22
Premium: 0.03
Premium p.a.: 0.04
Spread abs.: 0.04
Spread %: 5.13%
Delta: 0.89
Theta: -0.01
Omega: 4.23
Rho: 0.17
 

Quote data

Open: 0.760
High: 0.760
Low: 0.760
Previous Close: 0.750
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.00%
1 Month  
+38.18%
3 Months
  -2.56%
YTD  
+26.67%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.790 0.740
1M High / 1M Low: 0.800 0.590
6M High / 6M Low: - -
High (YTD): 1/17/2025 0.800
Low (YTD): 1/2/2025 0.680
52W High: - -
52W Low: - -
Avg. price 1W:   0.756
Avg. volume 1W:   0.000
Avg. price 1M:   0.737
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   67.59%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -