BNP Paribas Call 20 SIGN 21.06.2024
/ DE000PN7BHN6
BNP Paribas Call 20 SIGN 21.06.20.../ DE000PN7BHN6 /
| 2024-05-15 10:15:12 AM |
Chg.- |
Bid10:05:39 AM |
Ask10:05:39 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.020EUR |
- |
0.023
Bid Size: 68,500 |
0.033
Ask Size: 68,500 |
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: |
57.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.23 |
| Parity: |
-0.09 |
| Time value: |
0.03 |
| Break-even: |
20.71 |
| Moneyness: |
0.96 |
| Premium: |
0.06 |
| Premium p.a.: |
0.87 |
| Spread abs.: |
0.01 |
| Spread %: |
41.67% |
| Delta: |
0.33 |
| Theta: |
-0.01 |
| Omega: |
18.80 |
| Rho: |
0.01 |
Quote data
| Open: |
0.020 |
| High: |
0.020 |
| Low: |
0.020 |
| Previous Close: |
0.022 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.33% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
-31.03% |
| YTD |
|
|
-81.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.025 |
0.019 |
| 1M High / 1M Low: |
0.047 |
0.013 |
| 6M High / 6M Low: |
0.250 |
0.013 |
| High (YTD): |
2024-01-03 |
0.120 |
| Low (YTD): |
2024-05-07 |
0.013 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.021 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.028 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.076 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
340.42% |
| Volatility 6M: |
|
329.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
