BNP Paribas Call 300 ALV 15.12.2028
/ DE000PG46EM0
BNP Paribas Call 300 ALV 15.12.20.../ DE000PG46EM0 /
| 1/24/2025 9:50:14 PM |
Chg.-0.060 |
Bid9:53:35 PM |
Ask9:53:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.280EUR |
-1.38% |
4.290
Bid Size: 3,940 |
4.360
Ask Size: 3,940 |
ALLIANZ SE NA O.N. |
300.00 EUR |
12/15/2028 |
Call |
Master data
| WKN: |
PG46EM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ALLIANZ SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 EUR |
| Maturity: |
12/15/2028 |
| Issue date: |
7/30/2024 |
| Last trading day: |
12/14/2028 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.66 |
| Intrinsic value: |
0.89 |
| Implied volatility: |
0.08 |
| Historic volatility: |
0.15 |
| Parity: |
0.89 |
| Time value: |
3.47 |
| Break-even: |
343.60 |
| Moneyness: |
1.03 |
| Premium: |
0.11 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.07 |
| Spread %: |
1.63% |
| Delta: |
0.84 |
| Theta: |
-0.02 |
| Omega: |
5.94 |
| Rho: |
8.38 |
Quote data
| Open: |
4.400 |
| High: |
4.400 |
| Low: |
4.260 |
| Previous Close: |
4.340 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.27% |
| 1 Month |
|
|
+17.91% |
| 3 Months |
|
|
+20.22% |
| YTD |
|
|
+15.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.340 |
4.000 |
| 1M High / 1M Low: |
4.340 |
3.500 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/23/2025 |
4.340 |
| Low (YTD): |
1/14/2025 |
3.500 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.138 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.803 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
49.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |