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BNP Paribas Call 0.9 USDCHF 21.06.../  DE000PN4BVX3  /

Frankfurt Zert./BNP
11/06/2024  09:20:59 Chg.-0.020 Bid10:10:47 Ask10:10:47 Underlying Strike price Expiration date Option type
0.420EUR -4.55% 0.440
Bid Size: 10,000		 0.450
Ask Size: 10,000		 CROSSRATE USD/CHF 0.90 CHF 21/06/2024 Call
 

Master data

WKN: PN4BVX
Issuer: BNP PARIBAS
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 0.90 CHF
Maturity: 21/06/2024
Issue date: 05/06/2023
Last trading day: 20/06/2024
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 201.93
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.09
Historic volatility: 0.07
Parity: -0.36
Time value: 0.46
Break-even: 0.94
Moneyness: 1.00
Premium: 0.01
Premium p.a.: 0.38
Spread abs.: 0.01
Spread %: 2.22%
Delta: 0.43
Theta: 0.00
Omega: 87.22
Rho: 0.00
 

Quote data

Open: 0.420
High: 0.420
Low: 0.420
Previous Close: 0.440
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+44.83%
1 Month
  -63.79%
3 Months
  -17.65%
YTD  
+50.00%
1 Year
  -79.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.250
1M High / 1M Low: 1.660 0.250
6M High / 6M Low: 2.070 0.250
High (YTD): 30/04/2024 2.070
Low (YTD): 06/06/2024 0.250
52W High: 03/10/2023 2.780
52W Low: 06/06/2024 0.250
Avg. price 1W:   0.368
Avg. volume 1W:   0.000
Avg. price 1M:   1.016
Avg. volume 1M:   0.000
Avg. price 6M:   0.887
Avg. volume 6M:   0.000
Avg. price 1Y:   1.194
Avg. volume 1Y:   0.000
Volatility 1M:   470.99%
Volatility 6M:   285.29%
Volatility 1Y:   222.63%
Volatility 3Y:   -