BNP Paribas Call 160 UHR 20.12.2024
/ DE000PG8NXF1
BNP Paribas Call 160 UHR 20.12.20.../ DE000PG8NXF1 /
| 11/15/2024 4:20:58 PM |
Chg.+0.140 |
Bid5:19:55 PM |
Ask5:19:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.150EUR |
+13.86% |
-
Bid Size: - |
-
Ask Size: - |
SWATCH GROUP I |
160.00 CHF |
12/20/2024 |
Call |
Master data
| WKN: |
PG8NXF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWATCH GROUP I |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
9/26/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.21 |
| Intrinsic value: |
0.81 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.33 |
| Parity: |
0.81 |
| Time value: |
0.46 |
| Break-even: |
183.69 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.02 |
| Spread %: |
1.60% |
| Delta: |
0.69 |
| Theta: |
-0.11 |
| Omega: |
9.74 |
| Rho: |
0.10 |
Quote data
| Open: |
0.990 |
| High: |
1.190 |
| Low: |
0.990 |
| Previous Close: |
1.010 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.05% |
| 1 Month |
|
|
-24.34% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.150 |
0.630 |
| 1M High / 1M Low: |
2.980 |
0.630 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.894 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.871 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
334.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
