BNP Paribas Call 0.8 USDCHF 20.09.2024
/ DE000PN6WC26
BNP Paribas Call 0.8 USDCHF 20.09.../ DE000PN6WC26 /
| 7/23/2024 9:20:51 PM |
Chg.+0.200 |
Bid9:59:23 PM |
Ask9:59:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.790EUR |
+2.33% |
-
Bid Size: - |
-
Ask Size: - |
CROSSRATE USD/CHF |
0.80 - |
9/20/2024 |
Call |
Master data
| WKN: |
PN6WC2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CROSSRATE USD/CHF |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
0.80 - |
| Maturity: |
9/20/2024 |
| Issue date: |
8/7/2023 |
| Last trading day: |
7/24/2024 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
9.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.21 |
| Intrinsic value: |
5.83 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.07 |
| Parity: |
5.83 |
| Time value: |
3.00 |
| Break-even: |
0.89 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.02 |
| Spread %: |
0.23% |
| Delta: |
0.71 |
| Theta: |
0.00 |
| Omega: |
6.92 |
| Rho: |
0.00 |
Quote data
| Open: |
8.590 |
| High: |
8.850 |
| Low: |
8.590 |
| Previous Close: |
8.590 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-2.33% |
| 3 Months |
|
|
-5.79% |
| YTD |
|
|
+138.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
9.430 |
7.910 |
| 6M High / 6M Low: |
10.610 |
6.160 |
| High (YTD): |
4/30/2024 |
10.610 |
| Low (YTD): |
1/8/2024 |
4.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
8.845 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
8.592 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.78% |
| Volatility 6M: |
|
60.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
