BNP Paribas Call 0.9 USDCHF 21.06.2024
/ DE000PN4BVX3
BNP Paribas Call 0.9 USDCHF 21.06.../ DE000PN4BVX3 /
| 2024-05-08 9:14:00 PM |
Chg.-0.04 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.29EUR |
-3.01% |
-
Bid Size: - |
-
Ask Size: - |
CROSSRATE USD/CHF |
0.90 CHF |
2024-06-21 |
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: |
2024-06-21 |
| Issue date: |
2023-06-05 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
70.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.67 |
| Intrinsic value: |
0.86 |
| Implied volatility: |
0.03 |
| Historic volatility: |
0.07 |
| Parity: |
0.86 |
| Time value: |
0.46 |
| Break-even: |
0.93 |
| Moneyness: |
1.01 |
| Premium: |
0.00 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.76% |
| Delta: |
0.92 |
| Theta: |
0.00 |
| Omega: |
64.85 |
| Rho: |
0.00 |
Quote data
| Open: |
1.33 |
| High: |
1.35 |
| Low: |
1.27 |
| Previous Close: |
1.33 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.38% |
| 1 Month |
|
|
-0.77% |
| 3 Months |
|
|
+92.54% |
| YTD |
|
|
+360.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.50 |
1.18 |
| 1M High / 1M Low: |
2.06 |
1.18 |
| 6M High / 6M Low: |
2.06 |
0.28 |
| High (YTD): |
2024-04-30 |
2.06 |
| Low (YTD): |
2024-01-08 |
0.32 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.30 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.88 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
255.86% |
| Volatility 6M: |
|
228.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
