BNP Paribas Call 22 SIGN 20.09.2024
/ DE000PN8TR30
BNP Paribas Call 22 SIGN 20.09.20.../ DE000PN8TR30 /
| 2024-05-16 4:21:06 PM |
Chg.-0.001 |
Bid5:07:18 PM |
Ask5:07:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.023EUR |
-4.17% |
-
Bid Size: - |
-
Ask Size: - |
SIG Group N |
22.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
PN8TR3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIG Group N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.00 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: |
57.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.23 |
| Parity: |
-0.29 |
| Time value: |
0.03 |
| Break-even: |
22.74 |
| Moneyness: |
0.87 |
| Premium: |
0.17 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.01 |
| Spread %: |
41.67% |
| Delta: |
0.22 |
| Theta: |
0.00 |
| Omega: |
12.54 |
| Rho: |
0.01 |
Quote data
| Open: |
0.023 |
| High: |
0.024 |
| Low: |
0.022 |
| Previous Close: |
0.024 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.52% |
| 1 Month |
|
|
-28.13% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
-69.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.031 |
0.022 |
| 1M High / 1M Low: |
0.033 |
0.013 |
| 6M High / 6M Low: |
0.160 |
0.011 |
| High (YTD): |
2024-01-03 |
0.069 |
| Low (YTD): |
2024-03-04 |
0.011 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.025 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.025 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.053 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
340.83% |
| Volatility 6M: |
|
256.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
