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: |
|
- |