OverviewChartNewsTraderScreen

BNP Paribas Call 0.96 EURCHF 21.0.../  DE000PN4BGM7  /

EUWAX
6/19/2024  8:12:38 PM Chg.-0.010 Bid6/19/2024 Ask6/19/2024 Underlying Strike price Expiration date Option type
0.080EUR -11.11% 0.080
Bid Size: 10,000		 0.110
Ask Size: 10,000		 CROSSRATE EUR/CHF 0.96 - 6/21/2024 Call
 

Master data

WKN: PN4BGM
Issuer: BNP PARIBAS
Currency: EUR
Underlying: CROSSRATE EUR/CHF
Type: Warrant
Option type: Call
Strike price: 0.96 -
Maturity: 6/21/2024
Issue date: 6/5/2023
Last trading day: 6/20/2024
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 791.32
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.05
Parity: -1.04
Time value: 0.12
Break-even: 0.96
Moneyness: 0.99
Premium: 0.01
Premium p.a.: 8.20
Spread abs.: 0.02
Spread %: 20.00%
Delta: 0.19
Theta: 0.00
Omega: 150.52
Rho: 0.00
 

Quote data

Open: 0.050
High: 0.100
Low: 0.050
Previous Close: 0.090
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -91.58%
1 Month
  -97.05%
3 Months
  -93.50%
YTD
  -85.19%
1 Year
  -96.97%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.950 0.090
1M High / 1M Low: 3.100 0.090
6M High / 6M Low: 3.100 0.090
High (YTD): 5/24/2024 3.100
Low (YTD): 6/18/2024 0.090
52W High: 5/24/2024 3.100
52W Low: 6/18/2024 0.090
Avg. price 1W:   0.440
Avg. volume 1W:   0.000
Avg. price 1M:   1.695
Avg. volume 1M:   0.000
Avg. price 6M:   1.307
Avg. volume 6M:   0.000
Avg. price 1Y:   1.499
Avg. volume 1Y:   0.000
Volatility 1M:   350.44%
Volatility 6M:   215.63%
Volatility 1Y:   169.03%
Volatility 3Y:   -