BNP Paribas Call 84 HEN3 21.02.20.../  DE000PG97YE8  /

EUWAX
1/24/2025  9:29:43 AM Chg.+0.010 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.160EUR +6.67% -
Bid Size: -
-
Ask Size: -
HENKEL AG+CO.KGAA VZ... 84.00 EUR 2/21/2025 Call
 

Master data

WKN: PG97YE
Issuer: BNP PARIBAS
Currency: EUR
Underlying: HENKEL AG+CO.KGAA VZO
Type: Warrant
Option type: Call
Strike price: 84.00 EUR
Maturity: 2/21/2025
Issue date: 10/28/2024
Last trading day: 2/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 46.54
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.16
Parity: -0.02
Time value: 0.18
Break-even: 85.80
Moneyness: 1.00
Premium: 0.02
Premium p.a.: 0.38
Spread abs.: 0.03
Spread %: 20.00%
Delta: 0.51
Theta: -0.04
Omega: 23.58
Rho: 0.03
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.150
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.67%
1 Month
  -33.33%
3 Months     -
YTD
  -40.74%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.160 0.120
1M High / 1M Low: 0.300 0.120
6M High / 6M Low: - -
High (YTD): 1/2/2025 0.300
Low (YTD): 1/21/2025 0.120
52W High: - -
52W Low: - -
Avg. price 1W:   0.148
Avg. volume 1W:   0.000
Avg. price 1M:   0.188
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   298.49%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -