BNP Paribas Call 22 SIGN 20.12.2024
/ DE000PN7C8D3
BNP Paribas Call 22 SIGN 20.12.20.../ DE000PN7C8D3 /
2024-06-04 3:46:02 PM |
Chg.-0.002 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.021EUR |
-8.70% |
- Bid Size: - |
- Ask Size: - |
SIG Group N |
22.00 CHF |
2024-12-20 |
Call |
Master data
WKN: |
PN7C8D |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SIG Group N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
22.00 CHF |
Maturity: |
2024-12-20 |
Issue date: |
2023-08-16 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
49.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.23 |
Parity: |
-0.42 |
Time value: |
0.04 |
Break-even: |
22.89 |
Moneyness: |
0.82 |
Premium: |
0.25 |
Premium p.a.: |
0.50 |
Spread abs.: |
0.01 |
Spread %: |
37.04% |
Delta: |
0.20 |
Theta: |
0.00 |
Omega: |
9.98 |
Rho: |
0.02 |
Quote data
Open: |
0.024 |
High: |
0.024 |
Low: |
0.021 |
Previous Close: |
0.023 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-54.35% |
1 Month |
|
|
-59.62% |
3 Months |
|
|
-52.27% |
YTD |
|
|
-80.91% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.046 |
0.021 |
1M High / 1M Low: |
0.060 |
0.021 |
6M High / 6M Low: |
0.170 |
0.021 |
High (YTD): |
2024-01-03 |
0.120 |
Low (YTD): |
2024-06-04 |
0.021 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.034 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.048 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.071 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
230.94% |
Volatility 6M: |
|
196.34% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |