BNP Paribas Call 235 SAP 21.02.2025
/ DE000PG974E4
BNP Paribas Call 235 SAP 21.02.20.../ DE000PG974E4 /
| 1/23/2025 9:29:13 AM |
Chg.+0.20 |
Bid7:37:51 PM |
Ask7:37:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.97EUR |
+7.22% |
3.03
Bid Size: 2,000 |
3.10
Ask Size: 2,000 |
SAP SE O.N. |
235.00 EUR |
2/21/2025 |
Call |
Master data
| WKN: |
PG974E |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
235.00 EUR |
| Maturity: |
2/21/2025 |
| Issue date: |
10/28/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.81 |
| Intrinsic value: |
2.73 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.23 |
| Parity: |
2.73 |
| Time value: |
0.31 |
| Break-even: |
265.40 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.07 |
| Spread %: |
2.36% |
| Delta: |
0.85 |
| Theta: |
-0.14 |
| Omega: |
7.30 |
| Rho: |
0.15 |
Quote data
| Open: |
2.97 |
| High: |
2.97 |
| Low: |
2.97 |
| Previous Close: |
2.77 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.57% |
| 1 Month |
|
|
+132.03% |
| 3 Months |
|
|
- |
| YTD |
|
|
+126.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.77 |
2.31 |
| 1M High / 1M Low: |
2.77 |
1.08 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/22/2025 |
2.77 |
| Low (YTD): |
1/6/2025 |
1.08 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.50 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.77 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |