BNP Paribas Call 40 CRIN 20.03.2025
/ DE000PG4VLG6
BNP Paribas Call 40 CRIN 20.03.20.../ DE000PG4VLG6 /
| 24/01/2025 10:12:54 |
Chg.+1.28 |
Bid20:44:09 |
Ask20:44:09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.15EUR |
+33.07% |
4.61
Bid Size: 1,200 |
4.87
Ask Size: 1,200 |
UNICREDIT |
40.00 EUR |
20/03/2025 |
Call |
Master data
| WKN: |
PG4VLG |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
UNICREDIT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
20/03/2025 |
| Issue date: |
25/07/2024 |
| Last trading day: |
19/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.21 |
| Intrinsic value: |
3.53 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.28 |
| Parity: |
3.53 |
| Time value: |
1.34 |
| Break-even: |
44.86 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.26 |
| Spread %: |
5.65% |
| Delta: |
0.74 |
| Theta: |
-0.02 |
| Omega: |
6.63 |
| Rho: |
0.04 |
Quote data
| Open: |
5.11 |
| High: |
5.15 |
| Low: |
5.11 |
| Previous Close: |
3.87 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+44.26% |
| 1 Month |
|
|
+302.34% |
| 3 Months |
|
|
+61.95% |
| YTD |
|
|
+243.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.41 |
3.57 |
| 1M High / 1M Low: |
4.41 |
1.39 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
21/01/2025 |
4.41 |
| Low (YTD): |
02/01/2025 |
1.44 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.97 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.67 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
223.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |