BNP Paribas Call 18 SIGN 20.12.2024
/ DE000PZ1APB5
BNP Paribas Call 18 SIGN 20.12.20.../ DE000PZ1APB5 /
| 2024-05-31 4:21:11 PM |
Chg.0.000 |
Bid4:22:29 PM |
Ask4:22:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
SIG Group N |
18.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
PZ1APB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIG Group N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
18.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-13 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.23 |
| Parity: |
0.07 |
| Time value: |
0.15 |
| Break-even: |
20.60 |
| Moneyness: |
1.04 |
| Premium: |
0.08 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
4.76% |
| Delta: |
0.65 |
| Theta: |
0.00 |
| Omega: |
5.64 |
| Rho: |
0.06 |
Quote data
| Open: |
0.210 |
| High: |
0.210 |
| Low: |
0.200 |
| Previous Close: |
0.210 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.70% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+50.00% |
| YTD |
|
|
-30.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.200 |
| 1M High / 1M Low: |
0.270 |
0.190 |
| 6M High / 6M Low: |
0.390 |
0.130 |
| High (YTD): |
2024-04-05 |
0.300 |
| Low (YTD): |
2024-02-28 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.220 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.226 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.243 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.99% |
| Volatility 6M: |
|
119.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
