BNP Paribas Call 20 SIGN 21.06.20.../  DE000PN7BHN6  /

EUWAX
31/05/2024  10:12:17 Chg.-0.002 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
0.001EUR -66.67% -
Bid Size: -
-
Ask Size: -
SIG Group N 20.00 CHF 21/06/2024 Call
 

Master data

WKN: PN7BHN
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SIG Group N
Type: Warrant
Option type: Call
Strike price: 20.00 CHF
Maturity: 21/06/2024
Issue date: 16/08/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 119.44
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.23
Parity: -0.13
Time value: 0.02
Break-even: 20.60
Moneyness: 0.93
Premium: 0.08
Premium p.a.: 2.69
Spread abs.: 0.01
Spread %: 166.67%
Delta: 0.20
Theta: -0.01
Omega: 24.44
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.003
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -91.67%
1 Month
  -96.00%
3 Months
  -93.33%
YTD
  -99.09%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.016 0.001
1M High / 1M Low: 0.027 0.001
6M High / 6M Low: 0.200 0.001
High (YTD): 03/01/2024 0.120
Low (YTD): 31/05/2024 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.009
Avg. volume 1W:   0.000
Avg. price 1M:   0.016
Avg. volume 1M:   0.000
Avg. price 6M:   0.059
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   600.17%
Volatility 6M:   392.53%
Volatility 1Y:   -
Volatility 3Y:   -