BNP Paribas Call 40 G1A 20.06.202.../  DE000PG4VFF0  /

EUWAX
1/24/2025  6:19:46 PM Chg.-0.02 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
1.01EUR -1.94% -
Bid Size: -
-
Ask Size: -
GEA GROUP AG 40.00 EUR 6/20/2025 Call
 

Master data

WKN: PG4VFF
Issuer: BNP PARIBAS
Currency: EUR
Underlying: GEA GROUP AG
Type: Warrant
Option type: Call
Strike price: 40.00 EUR
Maturity: 6/20/2025
Issue date: 7/25/2024
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.82
Leverage: Yes

Calculated values

Fair value: 1.01
Intrinsic value: 0.96
Implied volatility: 0.26
Historic volatility: 0.18
Parity: 0.96
Time value: 0.07
Break-even: 50.30
Moneyness: 1.24
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 1.98%
Delta: 0.93
Theta: -0.01
Omega: 4.48
Rho: 0.14
 

Quote data

Open: 1.04
High: 1.06
Low: 1.01
Previous Close: 1.03
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.32%
1 Month  
+12.22%
3 Months  
+26.25%
YTD  
+13.48%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.03 0.92
1M High / 1M Low: 1.03 0.87
6M High / 6M Low: 1.03 0.31
High (YTD): 1/23/2025 1.03
Low (YTD): 1/15/2025 0.87
52W High: - -
52W Low: - -
Avg. price 1W:   0.99
Avg. volume 1W:   0.00
Avg. price 1M:   0.93
Avg. volume 1M:   0.00
Avg. price 6M:   0.69
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   57.11%
Volatility 6M:   84.27%
Volatility 1Y:   -
Volatility 3Y:   -