BNP Paribas Call 87 VOW3 21.02.2025
/ DE000PG97578
BNP Paribas Call 87 VOW3 21.02.20.../ DE000PG97578 /
| 1/24/2025 9:50:15 AM |
Chg.+0.170 |
Bid9:54:00 AM |
Ask9:54:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.100EUR |
+18.28% |
1.090
Bid Size: 30,000 |
1.130
Ask Size: 30,000 |
VOLKSWAGEN AG VZO O.... |
87.00 EUR |
2/21/2025 |
Call |
Master data
| WKN: |
PG9757 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG VZO O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
87.00 EUR |
| Maturity: |
2/21/2025 |
| Issue date: |
10/28/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.68 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.22 |
| Parity: |
0.68 |
| Time value: |
0.21 |
| Break-even: |
95.90 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.05 |
| Spread %: |
5.95% |
| Delta: |
0.75 |
| Theta: |
-0.07 |
| Omega: |
7.93 |
| Rho: |
0.05 |
Quote data
| Open: |
0.950 |
| High: |
1.100 |
| Low: |
0.940 |
| Previous Close: |
0.930 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+41.03% |
| 1 Month |
|
|
+150.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
+107.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.780 |
| 1M High / 1M Low: |
0.930 |
0.390 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/23/2025 |
0.930 |
| Low (YTD): |
1/3/2025 |
0.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.852 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.643 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
200.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |