BNP Paribas Call 24 SGE 18.12.202.../  DE000PG2N7M2  /

Frankfurt Zert./BNP
1/24/2025  9:47:06 PM Chg.+0.020 Bid1/24/2025 Ask1/24/2025 Underlying Strike price Expiration date Option type
0.810EUR +2.53% 0.810
Bid Size: 6,000
0.850
Ask Size: 6,000
STE GENERALE INH. EO... 24.00 EUR 12/18/2026 Call
 

Master data

WKN: PG2N7M
Issuer: BNP PARIBAS
Currency: EUR
Underlying: STE GENERALE INH. EO 1,25
Type: Warrant
Option type: Call
Strike price: 24.00 EUR
Maturity: 12/18/2026
Issue date: 6/14/2024
Last trading day: 12/17/2026
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.66
Leverage: Yes

Calculated values

Fair value: 0.86
Intrinsic value: 0.60
Implied volatility: 0.24
Historic volatility: 0.28
Parity: 0.60
Time value: 0.22
Break-even: 32.20
Moneyness: 1.25
Premium: 0.07
Premium p.a.: 0.04
Spread abs.: 0.03
Spread %: 3.80%
Delta: 0.84
Theta: 0.00
Omega: 3.07
Rho: 0.32
 

Quote data

Open: 0.790
High: 0.820
Low: 0.790
Previous Close: 0.790
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+15.71%
1 Month  
+52.83%
3 Months  
+131.43%
YTD  
+50.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.790 0.700
1M High / 1M Low: 0.790 0.520
6M High / 6M Low: 0.790 0.190
High (YTD): 1/23/2025 0.790
Low (YTD): 1/3/2025 0.520
52W High: - -
52W Low: - -
Avg. price 1W:   0.742
Avg. volume 1W:   0.000
Avg. price 1M:   0.632
Avg. volume 1M:   0.000
Avg. price 6M:   0.393
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   84.32%
Volatility 6M:   126.49%
Volatility 1Y:   -
Volatility 3Y:   -