BNP Paribas Call 70 GXI 21.03.2025
/ DE000PG81RE6
BNP Paribas Call 70 GXI 21.03.202.../ DE000PG81RE6 /
| 24/01/2025 13:47:07 |
Chg.+0.040 |
Bid14:21:17 |
Ask14:21:17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
+13.33% |
0.330
Bid Size: 22,250 |
0.340
Ask Size: 22,250 |
GERRESHEIMER AG |
70.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
PG81RE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
03/10/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
19.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.40 |
| Parity: |
-0.60 |
| Time value: |
0.33 |
| Break-even: |
73.30 |
| Moneyness: |
0.92 |
| Premium: |
0.14 |
| Premium p.a.: |
1.41 |
| Spread abs.: |
0.02 |
| Spread %: |
6.45% |
| Delta: |
0.39 |
| Theta: |
-0.05 |
| Omega: |
7.50 |
| Rho: |
0.03 |
Quote data
| Open: |
0.310 |
| High: |
0.390 |
| Low: |
0.300 |
| Previous Close: |
0.300 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.56% |
| 1 Month |
|
|
-46.88% |
| 3 Months |
|
|
-81.42% |
| YTD |
|
|
-49.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.300 |
| 1M High / 1M Low: |
0.690 |
0.300 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
02/01/2025 |
0.600 |
| Low (YTD): |
23/01/2025 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.330 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.449 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |