BNP Paribas Call 220 UHR 20.12.2024
/ DE000PZ1EXV9
BNP Paribas Call 220 UHR 20.12.20.../ DE000PZ1EXV9 /
| 2024-05-23 10:24:58 AM |
Chg.-0.050 |
Bid5:20:00 PM |
Ask5:20:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
-7.58% |
-
Bid Size: - |
-
Ask Size: - |
SWATCH GROUP I |
220.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
PZ1EXV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWATCH GROUP I |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-15 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
29.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.75 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.27 |
| Parity: |
-2.91 |
| Time value: |
0.66 |
| Break-even: |
228.59 |
| Moneyness: |
0.87 |
| Premium: |
0.19 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.02 |
| Spread %: |
3.13% |
| Delta: |
0.30 |
| Theta: |
-0.04 |
| Omega: |
8.89 |
| Rho: |
0.30 |
Quote data
| Open: |
0.630 |
| High: |
0.630 |
| Low: |
0.610 |
| Previous Close: |
0.660 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.67% |
| 1 Month |
|
|
-16.44% |
| 3 Months |
|
|
-60.65% |
| YTD |
|
|
-80.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.660 |
| 1M High / 1M Low: |
0.960 |
0.640 |
| 6M High / 6M Low: |
3.550 |
0.640 |
| High (YTD): |
2024-01-03 |
2.720 |
| Low (YTD): |
2024-04-25 |
0.640 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.805 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.728 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.710 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
174.57% |
| Volatility 6M: |
|
167.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
