BNP Paribas Call 20 SIGN 21.03.20.../  DE000PC70ZT9  /

Frankfurt Zert./BNP
2024-06-05  4:21:25 PM Chg.-0.005 Bid5:09:54 PM Ask5:09:54 PM Underlying Strike price Expiration date Option type
0.073EUR -6.41% -
Bid Size: -
-
Ask Size: -
SIG Group N 20.00 CHF 2025-03-21 Call
 

Master data

WKN: PC70ZT
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SIG Group N
Type: Warrant
Option type: Call
Strike price: 20.00 CHF
Maturity: 2025-03-21
Issue date: 2024-04-09
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 20.27
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.23
Parity: -0.26
Time value: 0.09
Break-even: 21.54
Moneyness: 0.87
Premium: 0.19
Premium p.a.: 0.25
Spread abs.: 0.01
Spread %: 12.66%
Delta: 0.36
Theta: 0.00
Omega: 7.32
Rho: 0.04
 

Quote data

Open: 0.077
High: 0.078
Low: 0.073
Previous Close: 0.078
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -39.17%
1 Month
  -47.86%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.078
1M High / 1M Low: 0.170 0.078
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.109
Avg. volume 1W:   0.000
Avg. price 1M:   0.136
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   176.48%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -