OverviewChartNewsTraderScreen

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

Frankfurt Zert./BNP
11/10/2024  21:20:39 Chg.0.000 Bid21:59:44 Ask21:59:44 Underlying Strike price Expiration date Option type
5.590EUR 0.00% 5.600
Bid Size: 10,000		 5.620
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: 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: 5.620
High: 5.660
Low: 5.540
Previous Close: 5.590
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.76%
1 Month  
+19.96%
3 Months
  -30.99%
YTD  
+49.47%
1 Year
  -27.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.860 5.310
1M High / 1M Low: 5.860 4.010
6M High / 6M Low: 9.840 4.010
High (YTD): 30/04/2024 9.840
Low (YTD): 27/09/2024 4.010
52W High: 30/04/2024 9.840
52W Low: 29/12/2023 3.740
Avg. price 1W:   5.600
Avg. volume 1W:   0.000
Avg. price 1M:   4.872
Avg. volume 1M:   0.000
Avg. price 6M:   7.095
Avg. volume 6M:   0.000
Avg. price 1Y:   6.777
Avg. volume 1Y:   0.000
Volatility 1M:   110.02%
Volatility 6M:   83.01%
Volatility 1Y:   78.97%
Volatility 3Y:   -