BNP Paribas Call 550 3HM 17.01.2025
/ DE000PE89G54
BNP Paribas Call 550 3HM 17.01.20.../ DE000PE89G54 /
| 1/10/2025 8:55:12 AM |
Chg.0.000 |
Bid9:15:42 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
0.00% |
0.500
Bid Size: 21,100 |
-
Ask Size: - |
MSCI INC. A D... |
550.00 - |
1/17/2025 |
Call |
Master data
| WKN: |
PE89G5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MSCI INC. A DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
550.00 - |
| Maturity: |
1/17/2025 |
| Issue date: |
2/16/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.92 |
| Historic volatility: |
0.25 |
| Parity: |
0.34 |
| Time value: |
0.17 |
| Break-even: |
601.00 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
2.72 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.70 |
| Theta: |
-1.78 |
| Omega: |
7.96 |
| Rho: |
0.08 |
Quote data
| Open: |
0.500 |
| High: |
0.500 |
| Low: |
0.500 |
| Previous Close: |
0.500 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-38.27% |
| 3 Months |
|
|
-26.47% |
| YTD |
|
|
-13.79% |
| 1 Year |
|
|
-28.57% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.410 |
| 1M High / 1M Low: |
0.870 |
0.410 |
| 6M High / 6M Low: |
0.870 |
0.250 |
| High (YTD): |
1/9/2025 |
0.500 |
| Low (YTD): |
1/7/2025 |
0.410 |
| 52W High: |
1/30/2024 |
1.040 |
| 52W Low: |
4/23/2024 |
0.200 |
| Avg. price 1W: |
|
0.474 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.604 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.524 |
| Avg. volume 6M: |
|
7.008 |
| Avg. price 1Y: |
|
0.529 |
| Avg. volume 1Y: |
|
32.539 |
| Volatility 1M: |
|
139.94% |
| Volatility 6M: |
|
162.91% |
| Volatility 1Y: |
|
153.66% |
| Volatility 3Y: |
|
- |