BNP Paribas Call 20 SIGN 20.09.2024
/ DE000PN8TR48
BNP Paribas Call 20 SIGN 20.09.20.../ DE000PN8TR48 /
| 2024-05-08 10:13:20 AM |
Chg.+0.003 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.063EUR |
+5.00% |
-
Bid Size: - |
-
Ask Size: - |
SIG Group N |
20.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
PN8TR4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIG Group N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
26.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.23 |
| Parity: |
-0.15 |
| Time value: |
0.07 |
| Break-even: |
21.19 |
| Moneyness: |
0.93 |
| Premium: |
0.12 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.01 |
| Spread %: |
16.13% |
| Delta: |
0.38 |
| Theta: |
0.00 |
| Omega: |
9.92 |
| Rho: |
0.02 |
Quote data
| Open: |
0.064 |
| High: |
0.064 |
| Low: |
0.063 |
| Previous Close: |
0.060 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.50% |
| 1 Month |
|
|
-47.50% |
| 3 Months |
|
|
-4.55% |
| YTD |
|
|
-58.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.075 |
0.060 |
| 1M High / 1M Low: |
0.130 |
0.060 |
| 6M High / 6M Low: |
0.290 |
0.038 |
| High (YTD): |
2024-01-03 |
0.160 |
| Low (YTD): |
2024-03-04 |
0.038 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.066 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.088 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.124 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
204.27% |
| Volatility 6M: |
|
198.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
