BNP Paribas Call 20 SIGN 21.06.20.../  DE000PN7BHN6  /

Frankfurt Zert./BNP
2024-05-31  4:21:25 PM Chg.-0.005 Bid5:15:32 PM Ask5:15:32 PM Underlying Strike price Expiration date Option type
0.001EUR -83.33% -
Bid Size: -
-
Ask Size: -
SIG Group N 20.00 CHF 2024-06-21 Call
 

Master data

WKN: PN7BHN
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SIG Group N
Type: Warrant
Option type: Call
Strike price: 20.00 CHF
Maturity: 2024-06-21
Issue date: 2023-08-16
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 105.89
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.23
Parity: -0.14
Time value: 0.02
Break-even: 20.61
Moneyness: 0.93
Premium: 0.08
Premium p.a.: 3.17
Spread abs.: 0.02
Spread %: 1,700.00%
Delta: 0.21
Theta: -0.01
Omega: 22.62
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.006
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -92.86%
1 Month
  -94.74%
3 Months
  -94.12%
YTD
  -99.09%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.014 0.001
1M High / 1M Low: 0.036 0.001
6M High / 6M Low: 0.180 0.001
High (YTD): 2024-01-09 0.100
Low (YTD): 2024-05-31 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.007
Avg. volume 1W:   0.000
Avg. price 1M:   0.017
Avg. volume 1M:   0.000
Avg. price 6M:   0.058
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   858.10%
Volatility 6M:   427.41%
Volatility 1Y:   -
Volatility 3Y:   -