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BNP Paribas Call 0.99 EURCHF 21.0.../  DE000PN4BGR6  /

EUWAX
07/06/2024  13:09:43 Chg.-0.006 Bid13:30:35 Ask13:30:35 Underlying Strike price Expiration date Option type
0.027EUR -18.18% 0.031
Bid Size: 10,000		 0.100
Ask Size: 10,000		 CROSSRATE EUR/CHF 0.99 CHF 21/06/2024 Call
 

Master data

WKN: PN4BGR
Issuer: BNP PARIBAS
Currency: EUR
Underlying: CROSSRATE EUR/CHF
Type: Warrant
Option type: Call
Strike price: 0.99 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: 1,000.00
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.09
Historic volatility: 0.05
Parity: -2.23
Time value: 0.10
Break-even: 1.02
Moneyness: 0.98
Premium: 0.02
Premium p.a.: 0.82
Spread abs.: 0.08
Spread %: 400.00%
Delta: 0.12
Theta: 0.00
Omega: 118.63
Rho: 0.00
 

Quote data

Open: 0.016
High: 0.027
Low: 0.016
Previous Close: 0.033
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -88.26%
1 Month
  -93.25%
3 Months
  -90.69%
YTD
  -85.00%
1 Year
  -97.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.032
1M High / 1M Low: 0.750 0.032
6M High / 6M Low: 0.750 0.032
High (YTD): 24/05/2024 0.750
Low (YTD): 04/06/2024 0.032
52W High: 21/06/2023 1.460
52W Low: 04/06/2024 0.032
Avg. price 1W:   0.106
Avg. volume 1W:   0.000
Avg. price 1M:   0.421
Avg. volume 1M:   260.870
Avg. price 6M:   0.335
Avg. volume 6M:   48
Avg. price 1Y:   0.592
Avg. volume 1Y:   23.438
Volatility 1M:   757.40%
Volatility 6M:   378.93%
Volatility 1Y:   280.35%
Volatility 3Y:   -