BNP Paribas Call 18 SIGN 20.09.2024
/ DE000PZ1APA7
BNP Paribas Call 18 SIGN 20.09.20.../ DE000PZ1APA7 /
| 2024-05-16 10:39:25 AM |
Chg.0.000 |
Bid1:25:00 PM |
Ask1:25:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
0.00% |
0.200
Bid Size: 42,400 |
0.210
Ask Size: 42,400 |
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: |
9.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.23 |
| Parity: |
0.11 |
| Time value: |
0.10 |
| Break-even: |
20.43 |
| Moneyness: |
1.06 |
| Premium: |
0.05 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
5.00% |
| Delta: |
0.70 |
| Theta: |
-0.01 |
| Omega: |
6.45 |
| Rho: |
0.04 |
Quote data
| Open: |
0.200 |
| High: |
0.200 |
| Low: |
0.200 |
| Previous Close: |
0.200 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.65% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+33.33% |
| YTD |
|
|
-25.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.180 |
| 1M High / 1M Low: |
0.210 |
0.160 |
| 6M High / 6M Low: |
0.430 |
0.100 |
| High (YTD): |
2024-01-03 |
0.280 |
| Low (YTD): |
2024-03-04 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.195 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.184 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.223 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.13% |
| Volatility 6M: |
|
153.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
