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

Frankfurt Zert./BNP
6/10/2024  9:20:37 PM Chg.-0.020 Bid9:50:26 PM Ask9:50:26 PM Underlying Strike price Expiration date Option type
0.440EUR -4.35% 0.450
Bid Size: 10,000		 0.460
Ask Size: 10,000		 CROSSRATE USD/CHF 0.90 CHF 6/21/2024 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: 6/21/2024
Issue date: 6/5/2023
Last trading day: 6/20/2024
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 192.88
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.09
Historic volatility: 0.07
Parity: -0.35
Time value: 0.48
Break-even: 0.93
Moneyness: 1.00
Premium: 0.01
Premium p.a.: 0.34
Spread abs.: 0.01
Spread %: 2.13%
Delta: 0.44
Theta: 0.00
Omega: 84.42
Rho: 0.00
 

Quote data

Open: 0.480
High: 0.480
Low: 0.400
Previous Close: 0.460
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+51.72%
1 Month
  -62.07%
3 Months
  -13.73%
YTD  
+57.14%
1 Year
  -78.95%
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): 4/30/2024 2.070
Low (YTD): 6/6/2024 0.250
52W High: 10/3/2023 2.780
52W Low: 6/6/2024 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:   -