BNP Paribas Call 18 SIGN 20.09.2024
/ DE000PZ1APA7
BNP Paribas Call 18 SIGN 20.09.20.../ DE000PZ1APA7 /
| 6/5/2024 10:21:19 AM |
Chg.-0.003 |
Bid10:51:30 AM |
Ask10:51:30 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.080EUR |
-3.61% |
0.079
Bid Size: 65,600 |
0.089
Ask Size: 65,600 |
SIG Group N |
18.00 CHF |
9/20/2024 |
Call |
Master data
| WKN: |
PZ1APA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIG Group N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
18.00 CHF |
| Maturity: |
9/20/2024 |
| Issue date: |
11/13/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.23 |
| Parity: |
-0.05 |
| Time value: |
0.09 |
| Break-even: |
19.52 |
| Moneyness: |
0.97 |
| Premium: |
0.08 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.01 |
| Spread %: |
12.05% |
| Delta: |
0.48 |
| Theta: |
-0.01 |
| Omega: |
9.31 |
| Rho: |
0.02 |
Quote data
| Open: |
0.081 |
| High: |
0.081 |
| Low: |
0.080 |
| Previous Close: |
0.083 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.00% |
| 1 Month |
|
|
-55.56% |
| 3 Months |
|
|
-38.46% |
| YTD |
|
|
-70.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.083 |
| 1M High / 1M Low: |
0.230 |
0.083 |
| 6M High / 6M Low: |
0.350 |
0.083 |
| High (YTD): |
4/5/2024 |
0.270 |
| Low (YTD): |
6/4/2024 |
0.083 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.135 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.175 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.200 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
217.59% |
| Volatility 6M: |
|
166.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
