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

EUWAX
11/15/2024  9:48:18 AM Chg.+0.013 Bid4:32:55 PM Ask4:32:55 PM Underlying Strike price Expiration date Option type
0.041EUR +46.43% 0.051
Bid Size: 61,500		 0.071
Ask Size: 61,500		 SWATCH GROUP I 200.00 CHF 12/20/2024 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: 12/20/2024
Issue date: 9/26/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 281.53
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.33
Parity: -3.88
Time value: 0.06
Break-even: 213.94
Moneyness: 0.82
Premium: 0.23
Premium p.a.: 7.35
Spread abs.: 0.02
Spread %: 47.62%
Delta: 0.07
Theta: -0.04
Omega: 18.89
Rho: 0.01
 

Quote data

Open: 0.041
High: 0.041
Low: 0.041
Previous Close: 0.028
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -32.79%
1 Month
  -86.33%
3 Months
  -92.41%
YTD
  -99.07%
1 Year
  -99.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.061 0.027
1M High / 1M Low: 0.430 0.027
6M High / 6M Low: 1.810 0.027
High (YTD): 1/3/2024 4.010
Low (YTD): 11/13/2024 0.027
52W High: 11/15/2023 5.210
52W Low: 11/13/2024 0.027
Avg. price 1W:   0.041
Avg. volume 1W:   0.000
Avg. price 1M:   0.190
Avg. volume 1M:   0.000
Avg. price 6M:   0.564
Avg. volume 6M:   0.000
Avg. price 1Y:   1.673
Avg. volume 1Y:   0.000
Volatility 1M:   450.33%
Volatility 6M:   570.24%
Volatility 1Y:   414.39%
Volatility 3Y:   -