BNP Paribas Call 0.8 USDCHF 20.12.2024
/ DE000PN6WC42
BNP Paribas Call 0.8 USDCHF 20.12.../ DE000PN6WC42 /
| 9/11/2024 3:08:40 PM |
Chg.+0.36 |
Bid4:15:46 PM |
Ask4:15:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.92EUR |
+7.89% |
4.70
Bid Size: 10,000 |
4.71
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: |
4.41 |
| High: |
4.92 |
| Low: |
4.41 |
| Previous Close: |
4.56 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.19% |
| 1 Month |
|
|
-18.41% |
| 3 Months |
|
|
-40.58% |
| YTD |
|
|
+30.85% |
| 1 Year |
|
|
-27.33% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.70 |
4.28 |
| 1M High / 1M Low: |
6.54 |
4.14 |
| 6M High / 6M Low: |
9.84 |
4.14 |
| High (YTD): |
4/30/2024 |
9.84 |
| Low (YTD): |
8/27/2024 |
4.14 |
| 52W High: |
4/30/2024 |
9.84 |
| 52W Low: |
12/29/2023 |
3.76 |
| Avg. price 1W: |
|
4.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.62 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
7.05 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
93.56% |
| Volatility 6M: |
|
75.07% |
| Volatility 1Y: |
|
73.24% |
| Volatility 3Y: |
|
- |
