BNP Paribas Call 18 SIGN 20.06.20.../  DE000PC9VUM8  /

EUWAX
2024-06-12  10:19:30 AM Chg.-0.030 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.140EUR -17.65% -
Bid Size: -
-
Ask Size: -
SIG Group N 18.00 CHF 2025-06-20 Call
 

Master data

WKN: PC9VUM
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SIG Group N
Type: Warrant
Option type: Call
Strike price: 18.00 CHF
Maturity: 2025-06-20
Issue date: 2024-05-15
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.49
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.23
Parity: -0.14
Time value: 0.15
Break-even: 20.17
Moneyness: 0.92
Premium: 0.17
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 7.14%
Delta: 0.49
Theta: 0.00
Omega: 5.61
Rho: 0.07
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.170
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.32%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.170
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.180
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -