BNP Paribas Call 115 BEI 21.03.2025
/ DE000PN64PG7
BNP Paribas Call 115 BEI 21.03.20.../ DE000PN64PG7 /
| 1/24/2025 9:22:28 AM |
Chg.+0.07 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.31EUR |
+5.65% |
-
Bid Size: - |
-
Ask Size: - |
BEIERSDORF AG O.N. |
115.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
PN64PG |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
8/11/2023 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.16 |
| Intrinsic value: |
1.10 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.16 |
| Parity: |
1.10 |
| Time value: |
0.20 |
| Break-even: |
127.90 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
2.38% |
| Delta: |
0.82 |
| Theta: |
-0.04 |
| Omega: |
7.98 |
| Rho: |
0.14 |
Quote data
| Open: |
1.31 |
| High: |
1.31 |
| Low: |
1.31 |
| Previous Close: |
1.24 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.97% |
| 1 Month |
|
|
+24.76% |
| 3 Months |
|
|
-26.82% |
| YTD |
|
|
+18.02% |
| 1 Year |
|
|
-49.42% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.31 |
1.20 |
| 1M High / 1M Low: |
1.60 |
1.01 |
| 6M High / 6M Low: |
2.61 |
0.99 |
| High (YTD): |
1/9/2025 |
1.60 |
| Low (YTD): |
1/6/2025 |
1.01 |
| 52W High: |
5/13/2024 |
3.77 |
| 52W Low: |
11/21/2024 |
0.99 |
| Avg. price 1W: |
|
1.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.59 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.26 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
165.44% |
| Volatility 6M: |
|
125.58% |
| Volatility 1Y: |
|
101.81% |
| Volatility 3Y: |
|
- |