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

EUWAX
6/5/2024  10:17:48 AM Chg.0.000 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% -
Bid Size: -
-
Ask Size: -
SIG Group N 20.00 CHF 6/21/2024 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: 6/21/2024
Issue date: 8/16/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 164.00
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.23
Parity: -0.26
Time value: 0.01
Break-even: 20.76
Moneyness: 0.87
Premium: 0.15
Premium p.a.: 23.67
Spread abs.: 0.01
Spread %: 1,000.00%
Delta: 0.12
Theta: -0.01
Omega: 19.62
Rho: 0.00
 

Quote data

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

Performance

1 Week
  -87.50%
1 Month
  -95.65%
3 Months
  -96.55%
YTD
  -99.09%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.008 0.001
1M High / 1M Low: 0.027 0.001
6M High / 6M Low: 0.180 0.001
High (YTD): 1/3/2024 0.120
Low (YTD): 6/4/2024 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.003
Avg. volume 1W:   0.000
Avg. price 1M:   0.014
Avg. volume 1M:   0.000
Avg. price 6M:   0.056
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   581.07%
Volatility 6M:   392.26%
Volatility 1Y:   -
Volatility 3Y:   -