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

EUWAX
6/7/2024  9:22:28 AM Chg.-0.011 Bid10:49:11 AM Ask10:49:11 AM Underlying Strike price Expiration date Option type
0.022EUR -33.33% 0.023
Bid Size: 10,000		 0.100
Ask Size: 10,000		 CROSSRATE EUR/CHF 0.99 CHF 6/21/2024 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: 6/21/2024
Issue date: 6/5/2023
Last trading day: 6/20/2024
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: 0.022
Low: 0.016
Previous Close: 0.033
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -90.43%
1 Month
  -94.50%
3 Months
  -92.41%
YTD
  -87.78%
1 Year
  -98.24%
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): 5/24/2024 0.750
Low (YTD): 6/4/2024 0.032
52W High: 6/21/2023 1.460
52W Low: 6/4/2024 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:   -