BNP Paribas Call 20 SIGN 20.09.2024
/ DE000PN8TR48
BNP Paribas Call 20 SIGN 20.09.20.../ DE000PN8TR48 /
| 2024-05-16 3:21:27 PM |
Chg.-0.003 |
Bid3:43:48 PM |
Ask3:43:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.079EUR |
-3.66% |
0.079
Bid Size: 71,400 |
0.089
Ask Size: 71,400 |
SIG Group N |
20.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
PN8TR4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIG Group N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.23 |
| Parity: |
-0.09 |
| Time value: |
0.09 |
| Break-even: |
21.29 |
| Moneyness: |
0.96 |
| Premium: |
0.09 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.01 |
| Spread %: |
12.20% |
| Delta: |
0.45 |
| Theta: |
-0.01 |
| Omega: |
9.48 |
| Rho: |
0.03 |
Quote data
| Open: |
0.080 |
| High: |
0.081 |
| Low: |
0.077 |
| Previous Close: |
0.082 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.22% |
| 1 Month |
|
|
-8.14% |
| 3 Months |
|
|
+27.42% |
| YTD |
|
|
-47.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.075 |
| 1M High / 1M Low: |
0.100 |
0.052 |
| 6M High / 6M Low: |
0.270 |
0.036 |
| High (YTD): |
2024-04-05 |
0.140 |
| Low (YTD): |
2024-02-28 |
0.036 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.084 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.077 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.114 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
252.33% |
| Volatility 6M: |
|
200.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
