BNP Paribas Call 220 UHR 20.09.2024
/ DE000PN8TUU4
BNP Paribas Call 220 UHR 20.09.20.../ DE000PN8TUU4 /
| 7/5/2024 10:01:02 AM |
Chg.+0.030 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
+25.00% |
-
Bid Size: - |
-
Ask Size: - |
SWATCH GROUP I |
220.00 CHF |
9/20/2024 |
Call |
Master data
| WKN: |
PN8TUU |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWATCH GROUP I |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 CHF |
| Maturity: |
9/20/2024 |
| Issue date: |
9/26/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
136.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.26 |
| Parity: |
-3.55 |
| Time value: |
0.14 |
| Break-even: |
227.98 |
| Moneyness: |
0.84 |
| Premium: |
0.19 |
| Premium p.a.: |
1.33 |
| Spread abs.: |
0.02 |
| Spread %: |
16.67% |
| Delta: |
0.12 |
| Theta: |
-0.04 |
| Omega: |
16.37 |
| Rho: |
0.04 |
Quote data
| Open: |
0.150 |
| High: |
0.150 |
| Low: |
0.150 |
| Previous Close: |
0.120 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.38% |
| 1 Month |
|
|
-34.78% |
| 3 Months |
|
|
-83.52% |
| YTD |
|
|
-94.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.110 |
| 1M High / 1M Low: |
0.240 |
0.110 |
| 6M High / 6M Low: |
2.110 |
0.110 |
| High (YTD): |
1/3/2024 |
2.360 |
| Low (YTD): |
7/3/2024 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.124 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.179 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.763 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
270.88% |
| Volatility 6M: |
|
233.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
