BNP Paribas Call 16 SIGN 20.12.20.../  DE000PC21VT1  /

Frankfurt Zert./BNP
2024-05-31  4:21:10 PM Chg.-0.010 Bid4:22:29 PM Ask4:22:29 PM Underlying Strike price Expiration date Option type
0.350EUR -2.78% -
Bid Size: -
-
Ask Size: -
SIG Group N 16.00 CHF 2024-12-20 Call
 

Master data

WKN: PC21VT
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SIG Group N
Type: Warrant
Option type: Call
Strike price: 16.00 CHF
Maturity: 2024-12-20
Issue date: 2024-01-05
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.16
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.28
Implied volatility: 0.33
Historic volatility: 0.23
Parity: 0.28
Time value: 0.09
Break-even: 20.05
Moneyness: 1.17
Premium: 0.05
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 5.71%
Delta: 0.80
Theta: 0.00
Omega: 4.13
Rho: 0.06
 

Quote data

Open: 0.350
High: 0.350
Low: 0.340
Previous Close: 0.360
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.41%
1 Month  
+2.94%
3 Months  
+40.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.340
1M High / 1M Low: 0.420 0.320
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.362
Avg. volume 1W:   0.000
Avg. price 1M:   0.368
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   95.82%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -