BNP Paribas Call 220 UHR 20.12.2024
/ DE000PZ1EXV9
BNP Paribas Call 220 UHR 20.12.20.../ DE000PZ1EXV9 /
| 7/9/2024 10:42:32 AM |
Chg.0.000 |
Bid2:49:11 PM |
Ask2:49:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
0.00% |
0.330
Bid Size: 12,500 |
0.350
Ask Size: 12,500 |
SWATCH GROUP I |
220.00 CHF |
12/20/2024 |
Call |
Master data
| WKN: |
PZ1EXV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWATCH GROUP I |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
11/15/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
50.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.26 |
| Parity: |
-3.60 |
| Time value: |
0.38 |
| Break-even: |
230.27 |
| Moneyness: |
0.84 |
| Premium: |
0.21 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.02 |
| Spread %: |
5.56% |
| Delta: |
0.21 |
| Theta: |
-0.03 |
| Omega: |
10.74 |
| Rho: |
0.17 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.370 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.12% |
| 1 Month |
|
|
-28.85% |
| 3 Months |
|
|
-71.09% |
| YTD |
|
|
-87.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.330 |
| 1M High / 1M Low: |
0.560 |
0.330 |
| 6M High / 6M Low: |
2.500 |
0.330 |
| High (YTD): |
1/3/2024 |
2.720 |
| Low (YTD): |
7/2/2024 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.366 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.450 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.077 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
190.85% |
| Volatility 6M: |
|
181.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
