BNP Paribas Call 25 SIGN 20.12.20.../  DE000PN7C8E1  /

EUWAX
2024-05-31  10:12:19 AM Chg.+0.001 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.008EUR +14.29% -
Bid Size: -
-
Ask Size: -
SIG Group N 25.00 CHF 2024-12-20 Call
 

Master data

WKN: PN7C8E
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SIG Group N
Type: Warrant
Option type: Call
Strike price: 25.00 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: 100.58
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.23
Parity: -0.64
Time value: 0.02
Break-even: 25.74
Moneyness: 0.75
Premium: 0.35
Premium p.a.: 0.71
Spread abs.: 0.01
Spread %: 111.11%
Delta: 0.11
Theta: 0.00
Omega: 11.08
Rho: 0.01
 

Quote data

Open: 0.008
High: 0.008
Low: 0.008
Previous Close: 0.007
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.27%
1 Month
  -38.46%
3 Months  
+14.29%
YTD
  -82.98%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.013 0.007
1M High / 1M Low: 0.015 0.007
6M High / 6M Low: 0.077 0.005
High (YTD): 2024-01-03 0.049
Low (YTD): 2024-03-04 0.005
52W High: - -
52W Low: - -
Avg. price 1W:   0.010
Avg. volume 1W:   0.000
Avg. price 1M:   0.011
Avg. volume 1M:   0.000
Avg. price 6M:   0.026
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   262.61%
Volatility 6M:   279.52%
Volatility 1Y:   -
Volatility 3Y:   -