BNP Paribas Call 12.5 A1G 20.06.2025
/ DE000PG39XL7
BNP Paribas Call 12.5 A1G 20.06.2.../ DE000PG39XL7 /
| 1/24/2025 8:55:22 AM |
Chg.+0.020 |
Bid9:21:51 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.920EUR |
+0.41% |
4.890
Bid Size: 4,500 |
-
Ask Size: - |
AMERICAN AIRLINES GR... |
12.50 - |
6/20/2025 |
Call |
Master data
| WKN: |
PG39XL |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
AMERICAN AIRLINES GRP |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.50 - |
| Maturity: |
6/20/2025 |
| Issue date: |
7/16/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.69 |
| Intrinsic value: |
5.43 |
| Implied volatility: |
0.86 |
| Historic volatility: |
0.40 |
| Parity: |
5.43 |
| Time value: |
1.32 |
| Break-even: |
19.25 |
| Moneyness: |
1.43 |
| Premium: |
0.07 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.24 |
| Spread %: |
3.69% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
2.20 |
| Rho: |
0.03 |
Quote data
| Open: |
4.900 |
| High: |
4.920 |
| Low: |
4.900 |
| Previous Close: |
4.900 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.13% |
| 1 Month |
|
|
-8.04% |
| 3 Months |
|
|
+143.56% |
| YTD |
|
|
-10.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
6.400 |
4.900 |
| 1M High / 1M Low: |
6.400 |
4.900 |
| 6M High / 6M Low: |
6.400 |
0.740 |
| High (YTD): |
1/22/2025 |
6.400 |
| Low (YTD): |
1/23/2025 |
4.900 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.000 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.786 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.648 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.72% |
| Volatility 6M: |
|
162.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |