BNP Paribas Call 20 SIGN 20.09.2024
/ DE000PN8TR48
BNP Paribas Call 20 SIGN 20.09.20.../ DE000PN8TR48 /
| 6/6/2024 10:11:48 AM |
Chg.+0.001 |
Bid2:31:18 PM |
Ask2:31:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.021EUR |
+5.00% |
0.017
Bid Size: 100,000 |
0.027
Ask Size: 100,000 |
SIG Group N |
20.00 CHF |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
9/26/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
63.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.23 |
| Parity: |
-0.27 |
| Time value: |
0.03 |
| Break-even: |
20.87 |
| Moneyness: |
0.87 |
| Premium: |
0.17 |
| Premium p.a.: |
0.71 |
| Spread abs.: |
0.01 |
| Spread %: |
55.56% |
| Delta: |
0.20 |
| Theta: |
0.00 |
| Omega: |
12.99 |
| Rho: |
0.01 |
Quote data
| Open: |
0.021 |
| High: |
0.021 |
| Low: |
0.021 |
| Previous Close: |
0.020 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-59.62% |
| 1 Month |
|
|
-65.00% |
| 3 Months |
|
|
-65.00% |
| YTD |
|
|
-86.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.059 |
0.020 |
| 1M High / 1M Low: |
0.088 |
0.020 |
| 6M High / 6M Low: |
0.210 |
0.020 |
| High (YTD): |
1/3/2024 |
0.160 |
| Low (YTD): |
6/5/2024 |
0.020 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.036 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.064 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.096 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
269.55% |
| Volatility 6M: |
|
219.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
