BNP Paribas Call 32 CRIN 20.03.2025
/ DE000PG6BK33
BNP Paribas Call 32 CRIN 20.03.20.../ DE000PG6BK33 /
| 1/24/2025 8:12:57 AM |
Chg.+1.41 |
Bid2:05:16 PM |
Ask2:05:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 12.01EUR |
+13.30% |
12.34
Bid Size: 5,000 |
12.38
Ask Size: 5,000 |
UNICREDIT |
32.00 EUR |
3/20/2025 |
Call |
Master data
| WKN: |
PG6BK3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
UNICREDIT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 EUR |
| Maturity: |
3/20/2025 |
| Issue date: |
8/13/2024 |
| Last trading day: |
3/19/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
11.66 |
| Intrinsic value: |
11.53 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.28 |
| Parity: |
11.53 |
| Time value: |
0.71 |
| Break-even: |
44.23 |
| Moneyness: |
1.36 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.26 |
| Spread %: |
2.17% |
| Delta: |
0.91 |
| Theta: |
-0.02 |
| Omega: |
3.22 |
| Rho: |
0.04 |
Quote data
| Open: |
12.01 |
| High: |
12.01 |
| Low: |
12.01 |
| Previous Close: |
10.60 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.70% |
| 1 Month |
|
|
+88.84% |
| 3 Months |
|
|
+36.63% |
| YTD |
|
|
+75.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
11.28 |
10.38 |
| 1M High / 1M Low: |
11.28 |
6.56 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/20/2025 |
11.28 |
| Low (YTD): |
1/3/2025 |
6.80 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.92 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.86 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |