BNP Paribas Call 89 VOW3 21.02.2025
/ DE000PG97552
BNP Paribas Call 89 VOW3 21.02.20.../ DE000PG97552 /
| 23/01/2025 09:29:13 |
Chg.- |
Bid09:19:06 |
Ask09:19:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
- |
0.850
Bid Size: 30,000 |
0.890
Ask Size: 30,000 |
VOLKSWAGEN AG VZO O.... |
89.00 EUR |
21/02/2025 |
Call |
Master data
| WKN: |
PG9755 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG VZO O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
89.00 EUR |
| Maturity: |
21/02/2025 |
| Issue date: |
28/10/2024 |
| Last trading day: |
20/02/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.22 |
| Parity: |
0.48 |
| Time value: |
0.24 |
| Break-even: |
96.20 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.03 |
| Spread %: |
4.35% |
| Delta: |
0.70 |
| Theta: |
-0.07 |
| Omega: |
9.17 |
| Rho: |
0.05 |
Quote data
| Open: |
0.770 |
| High: |
0.770 |
| Low: |
0.770 |
| Previous Close: |
0.670 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.19% |
| 1 Month |
|
|
+92.50% |
| 3 Months |
|
|
- |
| YTD |
|
|
+83.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.620 |
| 1M High / 1M Low: |
0.770 |
0.320 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
23/01/2025 |
0.770 |
| Low (YTD): |
03/01/2025 |
0.320 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.662 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.499 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
215.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |