BNP Paribas Call 34 CRIN 20.03.2025
/ DE000PG4VLR3
BNP Paribas Call 34 CRIN 20.03.20.../ DE000PG4VLR3 /
| 1/24/2025 1:47:05 PM |
Chg.+0.410 |
Bid2:14:43 PM |
Ask2:14:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.360EUR |
+4.12% |
10.390
Bid Size: 5,000 |
10.430
Ask Size: 5,000 |
UNICREDIT |
34.00 EUR |
3/20/2025 |
Call |
Master data
| WKN: |
PG4VLR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
UNICREDIT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
34.00 EUR |
| Maturity: |
3/20/2025 |
| Issue date: |
7/25/2024 |
| Last trading day: |
3/19/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.68 |
| Intrinsic value: |
9.53 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.28 |
| Parity: |
9.53 |
| Time value: |
0.77 |
| Break-even: |
44.29 |
| Moneyness: |
1.28 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.26 |
| Spread %: |
2.59% |
| Delta: |
0.89 |
| Theta: |
-0.02 |
| Omega: |
3.74 |
| Rho: |
0.04 |
Quote data
| Open: |
10.050 |
| High: |
11.010 |
| Low: |
10.050 |
| Previous Close: |
9.950 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.86% |
| 1 Month |
|
|
+111.00% |
| 3 Months |
|
|
+48.00% |
| YTD |
|
|
+89.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
9.950 |
8.650 |
| 1M High / 1M Low: |
9.950 |
5.110 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/23/2025 |
9.950 |
| Low (YTD): |
1/2/2025 |
5.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.216 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.311 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |