BNP Paribas Call 0.8 USDCHF 20.12.2024
/ DE000PN6WC42
BNP Paribas Call 0.8 USDCHF 20.12.../ DE000PN6WC42 /
| 2024-06-06 9:20:57 AM |
Chg.-0.110 |
Bid9:48:24 AM |
Ask9:48:24 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.750EUR |
-1.40% |
7.750
Bid Size: 10,000 |
7.770
Ask Size: 10,000 |
CROSSRATE USD/CHF |
0.80 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
PN6WC4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CROSSRATE USD/CHF |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
0.80 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-07 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
12.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.96 |
| Intrinsic value: |
9.31 |
| Implied volatility: |
- |
| Historic volatility: |
0.07 |
| Parity: |
9.31 |
| Time value: |
-1.74 |
| Break-even: |
0.90 |
| Moneyness: |
1.11 |
| Premium: |
-0.02 |
| Premium p.a.: |
-0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
0.26% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
7.700 |
| High: |
7.750 |
| Low: |
7.700 |
| Previous Close: |
7.860 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.71% |
| 1 Month |
|
|
-11.63% |
| 3 Months |
|
|
+17.07% |
| YTD |
|
|
+107.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.680 |
7.540 |
| 1M High / 1M Low: |
9.580 |
7.540 |
| 6M High / 6M Low: |
9.840 |
3.740 |
| High (YTD): |
2024-04-30 |
9.840 |
| Low (YTD): |
2024-01-08 |
4.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.146 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.860 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.053 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
55.63% |
| Volatility 6M: |
|
73.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
