BNP Paribas Call 60 BSN 18.12.2026
/ DE000PG45MZ7
BNP Paribas Call 60 BSN 18.12.202.../ DE000PG45MZ7 /
| 1/9/2025 8:09:25 AM |
Chg.-0.020 |
Bid4:22:24 PM |
Ask4:22:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
-2.30% |
0.910
Bid Size: 43,000 |
0.930
Ask Size: 43,000 |
DANONE S.A. EO -,25 |
60.00 EUR |
12/18/2026 |
Call |
Master data
| WKN: |
PG45MZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 EUR |
| Maturity: |
12/18/2026 |
| Issue date: |
7/30/2024 |
| Last trading day: |
12/17/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.12 |
| Parity: |
0.48 |
| Time value: |
0.43 |
| Break-even: |
69.10 |
| Moneyness: |
1.08 |
| Premium: |
0.07 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.05 |
| Spread %: |
5.81% |
| Delta: |
0.82 |
| Theta: |
-0.01 |
| Omega: |
5.81 |
| Rho: |
0.85 |
Quote data
| Open: |
0.850 |
| High: |
0.850 |
| Low: |
0.850 |
| Previous Close: |
0.870 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.56% |
| 1 Month |
|
|
+4.94% |
| 3 Months |
|
|
-6.59% |
| YTD |
|
|
-4.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.820 |
| 1M High / 1M Low: |
0.900 |
0.740 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/2/2025 |
0.900 |
| Low (YTD): |
1/7/2025 |
0.820 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.860 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.846 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |