BNP Paribas Call 0.9 USDCHF 20.09.2024
/ DE000PN8JYG6
BNP Paribas Call 0.9 USDCHF 20.09.../ DE000PN8JYG6 /
| 8/6/2024 8:05:14 PM |
Chg.+0.006 |
Bid8:20:09 PM |
Ask8:20:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.078EUR |
+8.33% |
0.077
Bid Size: 10,000 |
0.097
Ask Size: 10,000 |
CROSSRATE USD/CHF |
0.90 CHF |
9/20/2024 |
Call |
Master data
| WKN: |
PN8JYG |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CROSSRATE USD/CHF |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
0.90 CHF |
| Maturity: |
9/20/2024 |
| Issue date: |
9/19/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
971.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.10 |
| Historic volatility: |
0.07 |
| Parity: |
-5.11 |
| Time value: |
0.09 |
| Break-even: |
0.97 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
0.02 |
| Spread %: |
27.03% |
| Delta: |
0.07 |
| Theta: |
0.00 |
| Omega: |
68.27 |
| Rho: |
0.00 |
Quote data
| Open: |
0.070 |
| High: |
0.090 |
| Low: |
0.070 |
| Previous Close: |
0.072 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-77.71% |
| 1 Month |
|
|
-90.13% |
| 3 Months |
|
|
-94.83% |
| YTD |
|
|
-83.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.072 |
| 1M High / 1M Low: |
0.890 |
0.072 |
| 6M High / 6M Low: |
2.160 |
0.072 |
| High (YTD): |
4/30/2024 |
2.160 |
| Low (YTD): |
8/5/2024 |
0.072 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.196 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.491 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.122 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
316.02% |
| Volatility 6M: |
|
214.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
