BNP Paribas Call 24 SIGN 20.09.2024
/ DE000PN8TR22
BNP Paribas Call 24 SIGN 20.09.20.../ DE000PN8TR22 /
| 2024-05-15 4:21:09 PM |
Chg.-0.003 |
Bid9:01:33 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.004EUR |
-42.86% |
0.004
Bid Size: 100,000 |
-
Ask Size: - |
SIG Group N |
24.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
PN8TR2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIG Group N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 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: |
139.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.23 |
| Parity: |
-0.50 |
| Time value: |
0.01 |
| Break-even: |
24.58 |
| Moneyness: |
0.80 |
| Premium: |
0.26 |
| Premium p.a.: |
0.95 |
| Spread abs.: |
0.01 |
| Spread %: |
250.00% |
| Delta: |
0.10 |
| Theta: |
0.00 |
| Omega: |
14.16 |
| Rho: |
0.01 |
Quote data
| Open: |
0.004 |
| High: |
0.004 |
| Low: |
0.003 |
| Previous Close: |
0.007 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.33% |
| 1 Month |
|
|
-55.56% |
| 3 Months |
|
|
-42.86% |
| YTD |
|
|
-88.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.007 |
0.003 |
| 1M High / 1M Low: |
0.009 |
0.001 |
| 6M High / 6M Low: |
0.088 |
0.001 |
| High (YTD): |
2024-01-03 |
0.032 |
| Low (YTD): |
2024-05-06 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.004 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.005 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.022 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
788.44% |
| Volatility 6M: |
|
621.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
