BNP Paribas Call 450 GEBN 19.06.2.../  DE000PG6ARV1  /

EUWAX
1/24/2025  9:59:32 AM Chg.-0.010 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.800EUR -1.23% -
Bid Size: -
-
Ask Size: -
GEBERIT N 450.00 CHF 6/19/2026 Call
 

Master data

WKN: PG6ARV
Issuer: BNP PARIBAS
Currency: EUR
Underlying: GEBERIT N
Type: Warrant
Option type: Call
Strike price: 450.00 CHF
Maturity: 6/19/2026
Issue date: 8/13/2024
Last trading day: 6/18/2026
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 6.58
Leverage: Yes

Calculated values

Fair value: 0.85
Intrinsic value: 0.50
Implied volatility: 0.16
Historic volatility: 0.18
Parity: 0.50
Time value: 0.30
Break-even: 556.14
Moneyness: 1.11
Premium: 0.06
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 1.27%
Delta: 0.80
Theta: -0.05
Omega: 5.27
Rho: 4.78
 

Quote data

Open: 0.800
High: 0.800
Low: 0.800
Previous Close: 0.810
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.76%
1 Month
  -12.09%
3 Months
  -20.00%
YTD
  -13.98%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.840 0.810
1M High / 1M Low: 0.960 0.740
6M High / 6M Low: - -
High (YTD): 1/7/2025 0.960
Low (YTD): 1/16/2025 0.740
52W High: - -
52W Low: - -
Avg. price 1W:   0.832
Avg. volume 1W:   0.000
Avg. price 1M:   0.855
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   77.48%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -