BNP Paribas Call 15.5 CBK 17.01.2025
/ DE000PG98V29
BNP Paribas Call 15.5 CBK 17.01.2.../ DE000PG98V29 /
| 1/9/2025 9:50:17 PM |
Chg.+0.420 |
Bid9:58:28 PM |
Ask9:58:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.260EUR |
+50.00% |
1.270
Bid Size: 2,363 |
1.370
Ask Size: 2,190 |
COMMERZBANK AG |
15.50 EUR |
1/17/2025 |
Call |
Master data
| WKN: |
PG98V2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
COMMERZBANK AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.50 EUR |
| Maturity: |
1/17/2025 |
| Issue date: |
10/28/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
17.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.81 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.32 |
| Parity: |
0.81 |
| Time value: |
0.12 |
| Break-even: |
16.43 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.10 |
| Spread %: |
12.05% |
| Delta: |
0.81 |
| Theta: |
-0.02 |
| Omega: |
14.16 |
| Rho: |
0.00 |
Quote data
| Open: |
0.870 |
| High: |
1.280 |
| Low: |
0.800 |
| Previous Close: |
0.840 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+240.54% |
| 1 Month |
|
|
+270.59% |
| 3 Months |
|
|
- |
| YTD |
|
|
+168.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.370 |
| 1M High / 1M Low: |
0.840 |
0.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/8/2025 |
0.840 |
| Low (YTD): |
1/2/2025 |
0.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.610 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.463 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
294.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |