BNP Paribas Call 0.9 USDCHF 20.06.../  DE000PC7PP48  /

Frankfurt Zert./BNP
12/06/2024  21:20:54 Chg.-0.150 Bid21:57:08 Ask21:57:08 Underlying Strike price Expiration date Option type
1.530EUR -8.93% 1.540
Bid Size: 10,000
1.550
Ask Size: 10,000
CROSSRATE USD/CHF 0.90 CHF 20/06/2025 Call
 

Master data

WKN: PC7PP4
Issuer: BNP PARIBAS
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 0.90 CHF
Maturity: 20/06/2025
Issue date: 05/04/2024
Last trading day: 19/06/2025
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 54.45
Leverage: Yes

Calculated values

Fair value: 4.46
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.07
Parity: -0.25
Time value: 1.71
Break-even: 0.95
Moneyness: 1.00
Premium: 0.02
Premium p.a.: 0.02
Spread abs.: 0.01
Spread %: 0.59%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 1.670
High: 1.670
Low: 1.460
Previous Close: 1.680
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+6.99%
1 Month
  -21.94%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.680 1.430
1M High / 1M Low: 2.160 1.430
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.568
Avg. volume 1W:   0.000
Avg. price 1M:   1.811
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   110.09%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -