BNP Paribas Call 61 MBG 21.02.202.../  DE000PG97YT6  /

Frankfurt Zert./BNP
1/24/2025  9:50:17 PM Chg.+0.020 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
0.060EUR +50.00% 0.058
Bid Size: 15,000
0.084
Ask Size: 15,000
MERCEDES-BENZ GROUP ... 61.00 EUR 2/21/2025 Call
 

Master data

WKN: PG97YT
Issuer: BNP PARIBAS
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 61.00 EUR
Maturity: 2/21/2025
Issue date: 10/28/2024
Last trading day: 2/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 67.61
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.24
Parity: -0.42
Time value: 0.08
Break-even: 61.84
Moneyness: 0.93
Premium: 0.09
Premium p.a.: 2.16
Spread abs.: 0.03
Spread %: 44.83%
Delta: 0.26
Theta: -0.03
Omega: 17.48
Rho: 0.01
 

Quote data

Open: 0.043
High: 0.100
Low: 0.043
Previous Close: 0.040
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+22.45%
1 Month  
+114.29%
3 Months     -
YTD  
+62.16%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.070 0.040
1M High / 1M Low: 0.070 0.022
6M High / 6M Low: - -
High (YTD): 1/20/2025 0.070
Low (YTD): 1/9/2025 0.022
52W High: - -
52W Low: - -
Avg. price 1W:   0.054
Avg. volume 1W:   0.000
Avg. price 1M:   0.046
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   701.03%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -