BNP Paribas Call 180 UHR 20.09.2024
/ DE000PC387H6
BNP Paribas Call 180 UHR 20.09.20.../ DE000PC387H6 /
2024-09-06 9:51:21 AM |
Chg.-0.028 |
Bid12:47:05 PM |
Ask12:47:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.016EUR |
-63.64% |
0.017 Bid Size: 22,500 |
0.057 Ask Size: 22,500 |
SWATCH GROUP I |
180.00 CHF |
2024-09-20 |
Call |
Master data
WKN: |
PC387H |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SWATCH GROUP I |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
180.00 CHF |
Maturity: |
2024-09-20 |
Issue date: |
2024-01-31 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
263.96 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.26 |
Parity: |
-1.50 |
Time value: |
0.07 |
Break-even: |
192.51 |
Moneyness: |
0.92 |
Premium: |
0.09 |
Premium p.a.: |
8.13 |
Spread abs.: |
0.04 |
Spread %: |
148.15% |
Delta: |
0.12 |
Theta: |
-0.09 |
Omega: |
31.61 |
Rho: |
0.01 |
Quote data
Open: |
0.016 |
High: |
0.016 |
Low: |
0.016 |
Previous Close: |
0.044 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-95.29% |
1 Month |
|
|
-97.46% |
3 Months |
|
|
-99.11% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.340 |
0.044 |
1M High / 1M Low: |
0.930 |
0.044 |
6M High / 6M Low: |
3.850 |
0.044 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.199 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.523 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.704 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
372.15% |
Volatility 6M: |
|
287.36% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |