BNP Paribas Call 15.2 CBK 17.01.2025
/ DE000PG98V37
BNP Paribas Call 15.2 CBK 17.01.2.../ DE000PG98V37 /
| 1/10/2025 9:19:42 AM |
Chg.+0.51 |
Bid9:21:19 AM |
Ask9:21:19 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.60EUR |
+46.79% |
1.61
Bid Size: 9,000 |
1.69
Ask Size: 9,000 |
COMMERZBANK AG |
15.20 EUR |
1/17/2025 |
Call |
Master data
| WKN: |
PG98V3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
COMMERZBANK AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.20 EUR |
| Maturity: |
1/17/2025 |
| Issue date: |
10/28/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.14 |
| Intrinsic value: |
1.11 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.32 |
| Parity: |
1.11 |
| Time value: |
0.09 |
| Break-even: |
16.40 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.10 |
| Spread %: |
9.09% |
| Delta: |
0.86 |
| Theta: |
-0.02 |
| Omega: |
11.70 |
| Rho: |
0.00 |
Quote data
| Open: |
1.60 |
| High: |
1.60 |
| Low: |
1.60 |
| Previous Close: |
1.09 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+162.30% |
| 1 Month |
|
|
+185.71% |
| 3 Months |
|
|
- |
| YTD |
|
|
+175.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.09 |
0.61 |
| 1M High / 1M Low: |
1.09 |
0.47 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/9/2025 |
1.09 |
| Low (YTD): |
1/3/2025 |
0.61 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.84 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.67 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
244.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |