BNP Paribas Call 0.85 USDCHF 21.06.2024
/ DE000PN5JTL2
BNP Paribas Call 0.85 USDCHF 21.0.../ DE000PN5JTL2 /
| 2024-05-10 9:20:34 PM |
Chg.+0.040 |
Bid9:38:24 PM |
Ask9:38:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.330EUR |
+0.76% |
-
Bid Size: - |
-
Ask Size: - |
CROSSRATE USD/CHF |
0.85 - |
2024-06-21 |
Call |
Master data
| WKN: |
PN5JTL |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CROSSRATE USD/CHF |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
0.85 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-30 |
| Last trading day: |
2024-05-13 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
16.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.74 |
| Intrinsic value: |
4.66 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.07 |
| Parity: |
4.66 |
| Time value: |
0.70 |
| Break-even: |
0.90 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.02 |
| Spread %: |
0.37% |
| Delta: |
0.81 |
| Theta: |
0.00 |
| Omega: |
13.56 |
| Rho: |
0.00 |
Quote data
| Open: |
5.330 |
| High: |
5.460 |
| Low: |
5.290 |
| Previous Close: |
5.290 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+103.44% |
| YTD |
|
|
+422.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
6.500 |
1.020 |
| High (YTD): |
2024-04-30 |
6.500 |
| Low (YTD): |
2024-01-08 |
1.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
3.303 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
157.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
