BNP Paribas Call 76 BMW 21.02.2025
/ DE000PG98KW7
BNP Paribas Call 76 BMW 21.02.202.../ DE000PG98KW7 /
| 23/01/2025 21:50:16 |
Chg.-0.050 |
Bid21:50:53 |
Ask21:50:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
-11.11% |
0.410
Bid Size: 8,000 |
0.440
Ask Size: 8,000 |
BAY.MOTOREN WERKE AG... |
76.00 EUR |
21/02/2025 |
Call |
Master data
| WKN: |
PG98KW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BAY.MOTOREN WERKE AG ST |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
76.00 EUR |
| Maturity: |
21/02/2025 |
| Issue date: |
28/10/2024 |
| Last trading day: |
20/02/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.27 |
| Parity: |
0.22 |
| Time value: |
0.25 |
| Break-even: |
80.70 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.03 |
| Spread %: |
6.82% |
| Delta: |
0.63 |
| Theta: |
-0.06 |
| Omega: |
10.52 |
| Rho: |
0.04 |
Quote data
| Open: |
0.450 |
| High: |
0.450 |
| Low: |
0.370 |
| Previous Close: |
0.450 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.29% |
| 1 Month |
|
|
-9.09% |
| 3 Months |
|
|
- |
| YTD |
|
|
-24.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.350 |
| 1M High / 1M Low: |
0.580 |
0.320 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
06/01/2025 |
0.580 |
| Low (YTD): |
14/01/2025 |
0.320 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.430 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.430 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
287.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |