BNP Paribas Call 0.85 USDCHF 20.09.2024
/ DE000PN6WC18
BNP Paribas Call 0.85 USDCHF 20.0.../ DE000PN6WC18 /
| 2024-06-05 9:20:49 PM |
Chg.+0.300 |
Bid8:07:17 AM |
Ask8:07:17 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.830EUR |
+8.50% |
3.670
Bid Size: 5,000 |
3.690
Ask Size: 5,000 |
CROSSRATE USD/CHF |
0.85 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
PN6WC1 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CROSSRATE USD/CHF |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
0.85 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
25.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.19 |
| Intrinsic value: |
4.15 |
| Implied volatility: |
- |
| Historic volatility: |
0.07 |
| Parity: |
4.15 |
| Time value: |
-0.60 |
| Break-even: |
0.91 |
| Moneyness: |
1.05 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
0.28% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
3.680 |
| High: |
3.920 |
| Low: |
3.680 |
| Previous Close: |
3.530 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.28% |
| 1 Month |
|
|
-20.21% |
| 3 Months |
|
|
+25.16% |
| YTD |
|
|
+175.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.630 |
3.530 |
| 1M High / 1M Low: |
5.560 |
3.530 |
| 6M High / 6M Low: |
5.860 |
1.390 |
| High (YTD): |
2024-04-30 |
5.860 |
| Low (YTD): |
2024-01-08 |
1.660 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.116 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.850 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.529 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.19% |
| Volatility 6M: |
|
120.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
