BNP Paribas Call 18 SIGN 20.09.2024
/ DE000PZ1APA7
BNP Paribas Call 18 SIGN 20.09.20.../ DE000PZ1APA7 /
| 2024-06-04 4:21:25 PM |
Chg.-0.017 |
Bid9:17:58 AM |
Ask9:17:58 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.083EUR |
-17.00% |
0.082
Bid Size: 65,000 |
0.092
Ask Size: 65,000 |
SIG Group N |
18.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
PZ1APA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIG Group N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
18.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-13 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.23 |
| Parity: |
-0.01 |
| Time value: |
0.12 |
| Break-even: |
19.63 |
| Moneyness: |
1.00 |
| Premium: |
0.07 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.01 |
| Spread %: |
9.09% |
| Delta: |
0.55 |
| Theta: |
-0.01 |
| Omega: |
8.43 |
| Rho: |
0.03 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.083 |
| Previous Close: |
0.100 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-48.13% |
| 1 Month |
|
|
-53.89% |
| 3 Months |
|
|
-36.15% |
| YTD |
|
|
-69.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.083 |
| 1M High / 1M Low: |
0.230 |
0.083 |
| 6M High / 6M Low: |
0.350 |
0.083 |
| High (YTD): |
2024-04-05 |
0.270 |
| Low (YTD): |
2024-06-04 |
0.083 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.135 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.175 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.200 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
217.59% |
| Volatility 6M: |
|
166.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
