BNP Paribas Call 450 AVS 21.03.2025
/ DE000PG97693
BNP Paribas Call 450 AVS 21.03.20.../ DE000PG97693 /
| 1/23/2025 9:29:13 AM |
Chg.-0.12 |
Bid5:29:59 PM |
Ask5:29:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.62EUR |
-6.90% |
-
Bid Size: - |
-
Ask Size: - |
ASM INTL N.V. E... |
450.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
PG9769 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ASM INTL N.V. EO-,04 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
10/28/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.81 |
| Intrinsic value: |
1.78 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.41 |
| Parity: |
1.78 |
| Time value: |
0.11 |
| Break-even: |
639.00 |
| Moneyness: |
1.40 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.08 |
| Spread %: |
4.42% |
| Delta: |
0.91 |
| Theta: |
-0.29 |
| Omega: |
3.01 |
| Rho: |
0.59 |
Quote data
| Open: |
1.62 |
| High: |
1.62 |
| Low: |
1.62 |
| Previous Close: |
1.74 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.43% |
| 1 Month |
|
|
+29.60% |
| 3 Months |
|
|
- |
| YTD |
|
|
+32.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.80 |
1.74 |
| 1M High / 1M Low: |
1.80 |
1.22 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/21/2025 |
1.80 |
| Low (YTD): |
1/2/2025 |
1.22 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.76 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.50 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |