BNP Paribas Call 240 UHR 20.09.2024
/ DE000PZ1EXT3
BNP Paribas Call 240 UHR 20.09.20.../ DE000PZ1EXT3 /
| 2024-06-21 9:58:35 AM |
Chg.-0.018 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.062EUR |
-22.50% |
-
Bid Size: - |
-
Ask Size: - |
SWATCH GROUP I |
240.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
PZ1EXT |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWATCH GROUP I |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-15 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
235.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.27 |
| Parity: |
-5.56 |
| Time value: |
0.08 |
| Break-even: |
251.82 |
| Moneyness: |
0.78 |
| Premium: |
0.29 |
| Premium p.a.: |
1.80 |
| Spread abs.: |
0.02 |
| Spread %: |
31.75% |
| Delta: |
0.07 |
| Theta: |
-0.02 |
| Omega: |
15.75 |
| Rho: |
0.03 |
Quote data
| Open: |
0.062 |
| High: |
0.062 |
| Low: |
0.062 |
| Previous Close: |
0.080 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.48% |
| 1 Month |
|
|
-48.33% |
| 3 Months |
|
|
-82.29% |
| YTD |
|
|
-96.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.080 |
0.058 |
| 1M High / 1M Low: |
0.130 |
0.058 |
| 6M High / 6M Low: |
1.640 |
0.058 |
| High (YTD): |
2024-01-03 |
1.390 |
| Low (YTD): |
2024-06-18 |
0.058 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.069 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.092 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.459 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
258.82% |
| Volatility 6M: |
|
253.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
