BNP Paribas Call 18 SIGN 20.12.2024
/ DE000PZ1APB5
BNP Paribas Call 18 SIGN 20.12.20.../ DE000PZ1APB5 /
| 2024-06-12 4:21:13 PM |
Chg.-0.013 |
Bid5:19:47 PM |
Ask5:19:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.076EUR |
-14.61% |
-
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: |
17.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.23 |
| Parity: |
-0.14 |
| Time value: |
0.10 |
| Break-even: |
19.66 |
| Moneyness: |
0.92 |
| Premium: |
0.14 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.01 |
| Spread %: |
11.24% |
| Delta: |
0.42 |
| Theta: |
0.00 |
| Omega: |
7.39 |
| Rho: |
0.03 |
Quote data
| Open: |
0.089 |
| High: |
0.089 |
| Low: |
0.076 |
| Previous Close: |
0.089 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.67% |
| 1 Month |
|
|
-68.33% |
| 3 Months |
|
|
-62.00% |
| YTD |
|
|
-74.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.089 |
| 1M High / 1M Low: |
0.270 |
0.089 |
| 6M High / 6M Low: |
0.390 |
0.089 |
| High (YTD): |
2024-04-05 |
0.300 |
| Low (YTD): |
2024-06-11 |
0.089 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.114 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.193 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.228 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.12% |
| Volatility 6M: |
|
132.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
