BNP Paribas Call 202 DB1 21.02.2025
/ DE000PG98NR1
BNP Paribas Call 202 DB1 21.02.20.../ DE000PG98NR1 /
| 1/10/2025 4:20:11 PM |
Chg.-0.290 |
Bid4:33:36 PM |
Ask4:33:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.540EUR |
-10.25% |
2.570
Bid Size: 11,000 |
2.590
Ask Size: 11,000 |
DEUTSCHE BOERSE NA O... |
202.00 EUR |
2/21/2025 |
Call |
Master data
| WKN: |
PG98NR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE BOERSE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
202.00 EUR |
| Maturity: |
2/21/2025 |
| Issue date: |
10/28/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.74 |
| Intrinsic value: |
2.67 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.15 |
| Parity: |
2.67 |
| Time value: |
0.20 |
| Break-even: |
230.70 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.04 |
| Spread %: |
1.41% |
| Delta: |
0.89 |
| Theta: |
-0.07 |
| Omega: |
7.11 |
| Rho: |
0.20 |
Quote data
| Open: |
2.820 |
| High: |
2.840 |
| Low: |
2.540 |
| Previous Close: |
2.830 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.45% |
| 1 Month |
|
|
+13.39% |
| 3 Months |
|
|
- |
| YTD |
|
|
+10.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.830 |
2.000 |
| 1M High / 1M Low: |
2.830 |
2.000 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/9/2025 |
2.830 |
| Low (YTD): |
1/6/2025 |
2.000 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.360 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.379 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |