BNP Paribas Call 242 SAP 21.02.2025
/ DE000PG974B0
BNP Paribas Call 242 SAP 21.02.20.../ DE000PG974B0 /
| 1/23/2025 9:29:13 AM |
Chg.+0.18 |
Bid7:39:54 PM |
Ask7:39:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.38EUR |
+8.18% |
2.43
Bid Size: 2,200 |
2.50
Ask Size: 2,200 |
SAP SE O.N. |
242.00 EUR |
2/21/2025 |
Call |
Master data
| WKN: |
PG974B |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
242.00 EUR |
| Maturity: |
2/21/2025 |
| Issue date: |
10/28/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.16 |
| Intrinsic value: |
2.03 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.23 |
| Parity: |
2.03 |
| Time value: |
0.43 |
| Break-even: |
266.60 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.07 |
| Spread %: |
2.93% |
| Delta: |
0.79 |
| Theta: |
-0.16 |
| Omega: |
8.39 |
| Rho: |
0.14 |
Quote data
| Open: |
2.38 |
| High: |
2.38 |
| Low: |
2.38 |
| Previous Close: |
2.20 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.22% |
| 1 Month |
|
|
+153.19% |
| 3 Months |
|
|
- |
| YTD |
|
|
+150.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.20 |
1.80 |
| 1M High / 1M Low: |
2.20 |
0.77 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/22/2025 |
2.20 |
| Low (YTD): |
1/6/2025 |
0.77 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
191.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |