BNP Paribas Call 70 BSN 21.03.2025
/ DE000PG7E4M5
BNP Paribas Call 70 BSN 21.03.202.../ DE000PG7E4M5 /
| 23/01/2025 21:47:06 |
Chg.0.000 |
Bid08:26:38 |
Ask08:26:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.030EUR |
0.00% |
0.031
Bid Size: 20,000 |
0.074
Ask Size: 20,000 |
DANONE S.A. EO -,25 |
70.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
PG7E4M |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
04/09/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
91.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.13 |
| Parity: |
-0.48 |
| Time value: |
0.07 |
| Break-even: |
70.71 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
0.69 |
| Spread abs.: |
0.04 |
| Spread %: |
144.83% |
| Delta: |
0.23 |
| Theta: |
-0.02 |
| Omega: |
20.98 |
| Rho: |
0.02 |
Quote data
| Open: |
0.032 |
| High: |
0.034 |
| Low: |
0.029 |
| Previous Close: |
0.030 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.76% |
| 1 Month |
|
|
-30.23% |
| 3 Months |
|
|
-78.57% |
| YTD |
|
|
-38.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.040 |
0.030 |
| 1M High / 1M Low: |
0.057 |
0.021 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
09/01/2025 |
0.057 |
| Low (YTD): |
14/01/2025 |
0.021 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.034 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.038 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
449.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |