BNP Paribas Call 40 FRA 21.03.2025
/ DE000PG6ARM0
BNP Paribas Call 40 FRA 21.03.202.../ DE000PG6ARM0 /
| 1/23/2025 6:09:28 PM |
Chg.+0.05 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.57EUR |
+3.29% |
-
Bid Size: - |
-
Ask Size: - |
FRAPORT AG FFM.AIRPO... |
40.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
PG6ARM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
FRAPORT AG FFM.AIRPORT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
8/13/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.51 |
| Intrinsic value: |
1.49 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.26 |
| Parity: |
1.49 |
| Time value: |
0.06 |
| Break-even: |
55.50 |
| Moneyness: |
1.37 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
1.31% |
| Delta: |
0.93 |
| Theta: |
-0.02 |
| Omega: |
3.30 |
| Rho: |
0.06 |
Quote data
| Open: |
1.53 |
| High: |
1.59 |
| Low: |
1.53 |
| Previous Close: |
1.52 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.64% |
| 1 Month |
|
|
-18.23% |
| 3 Months |
|
|
+53.92% |
| YTD |
|
|
-19.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.57 |
1.52 |
| 1M High / 1M Low: |
2.00 |
1.49 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/2/2025 |
2.00 |
| Low (YTD): |
1/16/2025 |
1.49 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.55 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.72 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |