BNP Paribas Call 22 SIGN 20.12.2024
/ DE000PN7C8D3
BNP Paribas Call 22 SIGN 20.12.20.../ DE000PN7C8D3 /
| 2024-06-06 10:11:55 AM |
Chg.-0.002 |
Bid11:25:30 AM |
Ask11:25:30 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.019EUR |
-9.52% |
0.018
Bid Size: 100,000 |
0.028
Ask Size: 100,000 |
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: |
59.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.23 |
| Parity: |
-0.48 |
| Time value: |
0.03 |
| Break-even: |
22.95 |
| Moneyness: |
0.79 |
| Premium: |
0.29 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.01 |
| Spread %: |
50.00% |
| Delta: |
0.17 |
| Theta: |
0.00 |
| Omega: |
10.00 |
| Rho: |
0.01 |
Quote data
| Open: |
0.019 |
| High: |
0.019 |
| Low: |
0.019 |
| Previous Close: |
0.021 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.00% |
| 1 Month |
|
|
-56.82% |
| 3 Months |
|
|
-57.78% |
| YTD |
|
|
-82.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.043 |
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): |
2024-06-05 |
0.021 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.029 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.046 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.070 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
225.47% |
| Volatility 6M: |
|
195.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
