BNP Paribas Call 18 SIGN 20.09.2024
/ DE000PZ1APA7
BNP Paribas Call 18 SIGN 20.09.20.../ DE000PZ1APA7 /
| 5/31/2024 4:21:25 PM |
Chg.-0.010 |
Bid5/31/2024 |
Ask5/31/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
-5.88% |
-
Bid Size: - |
-
Ask Size: - |
SIG Group N |
18.00 CHF |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
11/13/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.23 |
| Parity: |
0.07 |
| Time value: |
0.11 |
| Break-even: |
20.20 |
| Moneyness: |
1.04 |
| Premium: |
0.06 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
5.88% |
| Delta: |
0.65 |
| Theta: |
-0.01 |
| Omega: |
6.85 |
| Rho: |
0.03 |
Quote data
| Open: |
0.170 |
| High: |
0.170 |
| Low: |
0.150 |
| Previous Close: |
0.170 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.11% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+33.33% |
| YTD |
|
|
-40.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.190 |
0.160 |
| 1M High / 1M Low: |
0.230 |
0.140 |
| 6M High / 6M Low: |
0.350 |
0.090 |
| High (YTD): |
4/5/2024 |
0.270 |
| Low (YTD): |
2/28/2024 |
0.090 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.172 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.183 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.204 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.43% |
| Volatility 6M: |
|
157.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
