BNP Paribas Call 70 GXI 21.03.202.../  DE000PG81RE6  /

EUWAX
1/24/2025  6:19:19 PM Chg.+0.010 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.300EUR +3.45% -
Bid Size: -
-
Ask Size: -
GERRESHEIMER AG 70.00 EUR 3/21/2025 Call
 

Master data

WKN: PG81RE
Issuer: BNP PARIBAS
Currency: EUR
Underlying: GERRESHEIMER AG
Type: Warrant
Option type: Call
Strike price: 70.00 EUR
Maturity: 3/21/2025
Issue date: 10/3/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 20.27
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.40
Parity: -0.52
Time value: 0.32
Break-even: 73.20
Moneyness: 0.93
Premium: 0.13
Premium p.a.: 1.23
Spread abs.: 0.02
Spread %: 6.67%
Delta: 0.39
Theta: -0.05
Omega: 7.99
Rho: 0.03
 

Quote data

Open: 0.340
High: 0.340
Low: 0.290
Previous Close: 0.290
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.92%
1 Month
  -51.61%
3 Months
  -81.93%
YTD
  -53.85%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.370 0.290
1M High / 1M Low: 0.660 0.290
6M High / 6M Low: - -
High (YTD): 1/2/2025 0.600
Low (YTD): 1/23/2025 0.290
52W High: - -
52W Low: - -
Avg. price 1W:   0.314
Avg. volume 1W:   0.000
Avg. price 1M:   0.438
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   142.65%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -