BNP Paribas Call 0.8 USDCHF 20.12.2024
/ DE000PN6WC42
BNP Paribas Call 0.8 USDCHF 20.12.../ DE000PN6WC42 /
| 10/11/2024 9:05:19 PM |
Chg.-0.02 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.56EUR |
-0.36% |
-
Bid Size: - |
-
Ask Size: - |
CROSSRATE USD/CHF |
0.80 CHF |
12/20/2024 |
Call |
Master data
| WKN: |
PN6WC4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CROSSRATE USD/CHF |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
0.80 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
8/7/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
16.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.64 |
| Intrinsic value: |
6.11 |
| Implied volatility: |
- |
| Historic volatility: |
0.07 |
| Parity: |
6.11 |
| Time value: |
-0.49 |
| Break-even: |
0.91 |
| Moneyness: |
1.07 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
0.36% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
5.64 |
| High: |
5.65 |
| Low: |
5.50 |
| Previous Close: |
5.58 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.28% |
| 1 Month |
|
|
+19.06% |
| 3 Months |
|
|
-31.53% |
| YTD |
|
|
+47.87% |
| 1 Year |
|
|
-27.98% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.88 |
5.30 |
| 1M High / 1M Low: |
5.88 |
4.01 |
| 6M High / 6M Low: |
9.84 |
4.01 |
| High (YTD): |
4/30/2024 |
9.84 |
| Low (YTD): |
9/27/2024 |
4.01 |
| 52W High: |
4/30/2024 |
9.84 |
| 52W Low: |
12/29/2023 |
3.76 |
| Avg. price 1W: |
|
5.59 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.10 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
6.78 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
109.86% |
| Volatility 6M: |
|
82.94% |
| Volatility 1Y: |
|
78.51% |
| Volatility 3Y: |
|
- |
