BNP Paribas Call 0.85 USDCHF 20.12.2024
/ DE000PN6WC34
BNP Paribas Call 0.85 USDCHF 20.1.../ DE000PN6WC34 /
| 2024-05-08 9:04:38 PM |
Chg.-0.06 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.70EUR |
-1.26% |
-
Bid Size: - |
-
Ask Size: - |
CROSSRATE USD/CHF |
0.85 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
PN6WC3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CROSSRATE USD/CHF |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
0.85 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: |
19.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.13 |
| Intrinsic value: |
5.98 |
| Implied volatility: |
- |
| Historic volatility: |
0.07 |
| Parity: |
5.98 |
| Time value: |
-1.25 |
| Break-even: |
0.92 |
| Moneyness: |
1.07 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
0.21% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
4.74 |
| High: |
4.77 |
| Low: |
4.67 |
| Previous Close: |
4.76 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.70% |
| 1 Month |
|
|
+6.09% |
| 3 Months |
|
|
+56.67% |
| YTD |
|
|
+191.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.91 |
4.52 |
| 1M High / 1M Low: |
5.51 |
4.38 |
| 6M High / 6M Low: |
5.51 |
1.61 |
| High (YTD): |
2024-04-30 |
5.51 |
| Low (YTD): |
2024-01-08 |
1.85 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.69 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.91 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.29 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.07% |
| Volatility 6M: |
|
103.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
