BNP Paribas Call 0.8 USDCHF 20.12.2024
/ DE000PN6WC42
BNP Paribas Call 0.8 USDCHF 20.12.../ DE000PN6WC42 /
9/11/2024 9:20:39 PM |
Chg.+0.360 |
Bid9:59:48 PM |
Ask9:59:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.940EUR |
+7.86% |
5.030 Bid Size: 10,000 |
5.040 Ask Size: 10,000 |
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: |
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: |
4.940 |
Low: |
4.330 |
Previous Close: |
4.580 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+7.86% |
1 Month |
|
|
-17.94% |
3 Months |
|
|
-40.48% |
YTD |
|
|
+32.09% |
1 Year |
|
|
-26.92% |
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): |
4/30/2024 |
9.840 |
Low (YTD): |
8/27/2024 |
4.130 |
52W High: |
4/30/2024 |
9.840 |
52W Low: |
12/29/2023 |
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: |
|
- |