BNP Paribas Call 20 SIGN 20.09.2024
/ DE000PN8TR48
BNP Paribas Call 20 SIGN 20.09.20.../ DE000PN8TR48 /
| 2024-05-17 10:21:51 AM |
Chg.- |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.075EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
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: |
22.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.23 |
| Parity: |
-0.09 |
| Time value: |
0.09 |
| Break-even: |
21.09 |
| Moneyness: |
0.96 |
| Premium: |
0.09 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.01 |
| Spread %: |
13.33% |
| Delta: |
0.44 |
| Theta: |
-0.01 |
| Omega: |
10.01 |
| Rho: |
0.03 |
Quote data
| Open: |
0.075 |
| High: |
0.075 |
| Low: |
0.075 |
| Previous Close: |
0.081 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.54% |
| 1 Month |
|
|
-12.79% |
| 3 Months |
|
|
+15.38% |
| YTD |
|
|
-50.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.082 |
0.075 |
| 1M High / 1M Low: |
0.100 |
0.060 |
| 6M High / 6M Low: |
0.270 |
0.038 |
| High (YTD): |
2024-01-03 |
0.160 |
| Low (YTD): |
2024-03-04 |
0.038 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.079 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.075 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.112 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
189.02% |
| Volatility 6M: |
|
197.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
