BNP Paribas Call 260 SWGAF 20.09..../  DE000PZ1EXS5  /

EUWAX
23/07/2024  15:29:52 Chg.- Bid22:00:35 Ask22:00:35 Underlying Strike price Expiration date Option type
0.001EUR - -
Bid Size: -
-
Ask Size: -
Swatch Group AG 260.00 - 20/09/2024 Call
 

Master data

WKN: PZ1EXS
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Swatch Group AG
Type: Warrant
Option type: Call
Strike price: 260.00 -
Maturity: 20/09/2024
Issue date: 15/11/2023
Last trading day: 24/07/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 358.73
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.27
Parity: -7.71
Time value: 0.05
Break-even: 260.51
Moneyness: 0.70
Premium: 0.42
Premium p.a.: 10.40
Spread abs.: 0.05
Spread %: 5,000.00%
Delta: 0.04
Theta: -0.03
Omega: 14.17
Rho: 0.01
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -93.75%
3 Months
  -98.75%
YTD
  -99.89%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.013 0.001
6M High / 6M Low: 0.550 0.001
High (YTD): 03/01/2024 0.790
Low (YTD): 23/07/2024 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.006
Avg. volume 1M:   0.000
Avg. price 6M:   0.142
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   455.33%
Volatility 6M:   311.60%
Volatility 1Y:   -
Volatility 3Y:   -