BNP Paribas Call 0.9 USDCHF 21.06.2024
/ DE000PN4BVX3
BNP Paribas Call 0.9 USDCHF 21.06.../ DE000PN4BVX3 /
| 2024-05-31 9:20:36 PM |
Chg.-0.060 |
Bid9:59:54 PM |
Ask9:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
-6.82% |
0.780
Bid Size: 10,000 |
0.790
Ask Size: 10,000 |
CROSSRATE USD/CHF |
0.90 CHF |
2024-06-21 |
Call |
Master data
| WKN: |
PN4BVX |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CROSSRATE USD/CHF |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
0.90 CHF |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-05 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
116.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.06 |
| Historic volatility: |
0.07 |
| Parity: |
0.24 |
| Time value: |
0.55 |
| Break-even: |
0.93 |
| Moneyness: |
1.00 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
1.28% |
| Delta: |
0.62 |
| Theta: |
0.00 |
| Omega: |
72.70 |
| Rho: |
0.00 |
Quote data
| Open: |
0.970 |
| High: |
1.010 |
| Low: |
0.710 |
| Previous Close: |
0.880 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-47.10% |
| 1 Month |
|
|
-44.97% |
| 3 Months |
|
|
+13.89% |
| YTD |
|
|
+192.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.500 |
0.820 |
| 1M High / 1M Low: |
1.660 |
0.820 |
| 6M High / 6M Low: |
2.070 |
0.280 |
| High (YTD): |
2024-04-30 |
2.070 |
| Low (YTD): |
2024-01-08 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.210 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.265 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.909 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
233.89% |
| Volatility 6M: |
|
238.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
