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BNP Paribas Call 200 UHR 20.12.20.../  DE000PN8TUV2  /

EUWAX
11/10/2024  09:35:22 Chg.-0.090 Bid22:00:29 Ask22:00:29 Underlying Strike price Expiration date Option type
0.470EUR -16.07% -
Bid Size: -		 -
Ask Size: -		 SWATCH GROUP I 200.00 CHF 20/12/2024 Call
 

Master data

WKN: PN8TUV
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SWATCH GROUP I
Type: Warrant
Option type: Call
Strike price: 200.00 CHF
Maturity: 20/12/2024
Issue date: 26/09/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 36.07
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.31
Parity: -1.88
Time value: 0.54
Break-even: 218.99
Moneyness: 0.91
Premium: 0.12
Premium p.a.: 0.84
Spread abs.: 0.02
Spread %: 3.85%
Delta: 0.31
Theta: -0.08
Omega: 11.19
Rho: 0.11
 

Quote data

Open: 0.470
High: 0.470
Low: 0.470
Previous Close: 0.560
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.00%
1 Month  
+601.49%
3 Months
  -41.98%
YTD
  -89.37%
1 Year
  -90.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.400
1M High / 1M Low: 0.640 0.036
6M High / 6M Low: 2.170 0.036
High (YTD): 03/01/2024 4.010
Low (YTD): 23/09/2024 0.036
52W High: 08/11/2023 5.840
52W Low: 23/09/2024 0.036
Avg. price 1W:   0.510
Avg. volume 1W:   0.000
Avg. price 1M:   0.240
Avg. volume 1M:   0.000
Avg. price 6M:   0.788
Avg. volume 6M:   0.000
Avg. price 1Y:   2.136
Avg. volume 1Y:   0.000
Volatility 1M:   1,216.36%
Volatility 6M:   541.61%
Volatility 1Y:   392.97%
Volatility 3Y:   -