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BNP Paribas Call 0.8 USDCHF 20.12.../  DE000PN6WC42  /

Frankfurt Zert./BNP
11/09/2024  18:20:54 Chg.+0.320 Bid18:29:16 Ask18:29:16 Underlying Strike price Expiration date Option type
4.900EUR +6.99% 4.900
Bid Size: 10,000		 4.910
Ask Size: 10,000		 CROSSRATE USD/CHF 0.80 CHF 20/12/2024 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: 20/12/2024
Issue date: 07/08/2023
Last trading day: 19/12/2024
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 19.81
Leverage: Yes

Calculated values

Fair value: 5.91
Intrinsic value: 5.03
Implied volatility: -
Historic volatility: 0.07
Parity: 5.03
Time value: -0.45
Break-even: 0.90
Moneyness: 1.06
Premium: 0.00
Premium p.a.: -0.02
Spread abs.: 0.01
Spread %: 0.22%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 4.330
High: 4.900
Low: 4.330
Previous Close: 4.580
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+6.99%
1 Month
  -18.60%
3 Months
  -40.96%
YTD  
+31.02%
1 Year
  -27.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.730 4.280
1M High / 1M Low: 6.540 4.130
6M High / 6M Low: 9.840 4.130
High (YTD): 30/04/2024 9.840
Low (YTD): 27/08/2024 4.130
52W High: 30/04/2024 9.840
52W Low: 29/12/2023 3.740
Avg. price 1W:   4.516
Avg. volume 1W:   0.000
Avg. price 1M:   5.033
Avg. volume 1M:   0.000
Avg. price 6M:   7.614
Avg. volume 6M:   0.000
Avg. price 1Y:   7.053
Avg. volume 1Y:   0.000
Volatility 1M:   94.84%
Volatility 6M:   75.41%
Volatility 1Y:   73.80%
Volatility 3Y:   -