BNP Paribas Call 240 SAP 21.02.2025
/ DE000PG974C8
BNP Paribas Call 240 SAP 21.02.20.../ DE000PG974C8 /
| 1/23/2025 7:50:18 PM |
Chg.+0.020 |
Bid8:00:54 PM |
Ask8:00:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.590EUR |
+0.78% |
2.610
Bid Size: 2,200 |
2.680
Ask Size: 2,200 |
SAP SE O.N. |
240.00 EUR |
2/21/2025 |
Call |
Master data
| WKN: |
PG974C |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 EUR |
| Maturity: |
2/21/2025 |
| Issue date: |
10/28/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.34 |
| Intrinsic value: |
2.23 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.23 |
| Parity: |
2.23 |
| Time value: |
0.39 |
| Break-even: |
266.20 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.07 |
| Spread %: |
2.75% |
| Delta: |
0.81 |
| Theta: |
-0.15 |
| Omega: |
8.07 |
| Rho: |
0.15 |
Quote data
| Open: |
2.600 |
| High: |
2.690 |
| Low: |
2.390 |
| Previous Close: |
2.570 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.81% |
| 1 Month |
|
|
+131.25% |
| 3 Months |
|
|
- |
| YTD |
|
|
+175.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.570 |
1.980 |
| 1M High / 1M Low: |
2.570 |
0.840 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/22/2025 |
2.570 |
| Low (YTD): |
1/3/2025 |
0.840 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.198 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.514 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
196.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |