BNP Paribas Call 16 SIGN 20.09.2024
/ DE000PC25CF1
BNP Paribas Call 16 SIGN 20.09.20.../ DE000PC25CF1 /
2024-05-16 9:20:58 AM |
Chg.-0.010 |
Bid10:10:34 AM |
Ask10:10:34 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.360EUR |
-2.70% |
0.360 Bid Size: 33,700 |
0.380 Ask Size: 33,700 |
SIG Group N |
16.00 CHF |
2024-09-20 |
Call |
Master data
WKN: |
PC25CF |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SIG Group N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
16.00 CHF |
Maturity: |
2024-09-20 |
Issue date: |
2024-01-10 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.99 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.35 |
Intrinsic value: |
0.32 |
Implied volatility: |
0.41 |
Historic volatility: |
0.23 |
Parity: |
0.32 |
Time value: |
0.07 |
Break-even: |
20.19 |
Moneyness: |
1.19 |
Premium: |
0.04 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.02 |
Spread %: |
5.41% |
Delta: |
0.82 |
Theta: |
-0.01 |
Omega: |
4.10 |
Rho: |
0.04 |
Quote data
Open: |
0.360 |
High: |
0.360 |
Low: |
0.360 |
Previous Close: |
0.370 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+5.88% |
1 Month |
|
|
+2.86% |
3 Months |
|
|
+28.57% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.390 |
0.350 |
1M High / 1M Low: |
0.390 |
0.290 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.367 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.339 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
113.16% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |