BNP Paribas Call 120 BEI 19.09.20.../  DE000PG6M4P9  /

Frankfurt Zert./BNP
1/10/2025  4:20:16 PM Chg.-0.790 Bid4:44:15 PM Ask4:44:15 PM Underlying Strike price Expiration date Option type
9.950EUR -7.36% 10.010
Bid Size: 1,000
10.020
Ask Size: 1,000
BEIERSDORF AG O.N. 120.00 EUR 9/19/2025 Call
 

Master data

WKN: PG6M4P
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BEIERSDORF AG O.N.
Type: Warrant
Option type: Call
Strike price: 120.00 EUR
Maturity: 9/19/2025
Issue date: 8/19/2024
Last trading day: 9/18/2025
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 11.77
Leverage: Yes

Calculated values

Fair value: 12.99
Intrinsic value: 8.10
Implied volatility: 0.08
Historic volatility: 0.16
Parity: 8.10
Time value: 2.78
Break-even: 130.88
Moneyness: 1.07
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.14
Spread %: 1.30%
Delta: 0.90
Theta: -0.01
Omega: 10.58
Rho: 0.72
 

Quote data

Open: 10.790
High: 10.790
Low: 9.770
Previous Close: 10.740
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+20.61%
1 Month  
+17.06%
3 Months
  -21.41%
YTD  
+14.50%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 10.740 8.250
1M High / 1M Low: 10.740 8.250
6M High / 6M Low: - -
High (YTD): 1/9/2025 10.740
Low (YTD): 1/3/2025 8.250
52W High: - -
52W Low: - -
Avg. price 1W:   9.620
Avg. volume 1W:   0.000
Avg. price 1M:   9.094
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   89.96%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -