BNP Paribas Call 45 CRIN 20.03.2025
/ DE000PG4VLB7
BNP Paribas Call 45 CRIN 20.03.20.../ DE000PG4VLB7 /
| 1/24/2025 10:12:54 AM |
Chg.+0.66 |
Bid1:39:18 PM |
Ask1:39:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.81EUR |
+57.39% |
1.65
Bid Size: 12,000 |
1.67
Ask Size: 12,000 |
UNICREDIT |
45.00 EUR |
3/20/2025 |
Call |
Master data
| WKN: |
PG4VLB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
UNICREDIT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 EUR |
| Maturity: |
3/20/2025 |
| Issue date: |
7/25/2024 |
| Last trading day: |
3/19/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
24.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.33 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.28 |
| Parity: |
-1.48 |
| Time value: |
1.75 |
| Break-even: |
46.75 |
| Moneyness: |
0.97 |
| Premium: |
0.07 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.24 |
| Spread %: |
15.89% |
| Delta: |
0.44 |
| Theta: |
-0.02 |
| Omega: |
10.92 |
| Rho: |
0.03 |
Quote data
| Open: |
1.78 |
| High: |
1.81 |
| Low: |
1.78 |
| Previous Close: |
1.15 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+70.75% |
| 1 Month |
|
|
+524.14% |
| 3 Months |
|
|
+42.52% |
| YTD |
|
|
+432.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.46 |
1.06 |
| 1M High / 1M Low: |
1.46 |
0.31 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/21/2025 |
1.46 |
| Low (YTD): |
1/6/2025 |
0.32 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.74 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
328.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |