BNP Paribas Call 270 SIKA 20.09.2024
/ DE000PZ1APL4
BNP Paribas Call 270 SIKA 20.09.2.../ DE000PZ1APL4 /
| 09/09/2024 16:21:08 |
Chg.+0.100 |
Bid17:13:39 |
Ask17:13:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
+35.71% |
-
Bid Size: - |
-
Ask Size: - |
SIKA N |
270.00 CHF |
20/09/2024 |
Call |
Master data
| WKN: |
PZ1APL |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIKA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 CHF |
| Maturity: |
20/09/2024 |
| Issue date: |
13/11/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
105.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.24 |
| Parity: |
-1.33 |
| Time value: |
0.26 |
| Break-even: |
291.04 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
5.48 |
| Spread abs.: |
0.04 |
| Spread %: |
18.18% |
| Delta: |
0.25 |
| Theta: |
-0.27 |
| Omega: |
26.46 |
| Rho: |
0.02 |
Quote data
| Open: |
0.310 |
| High: |
0.380 |
| Low: |
0.280 |
| Previous Close: |
0.280 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.59% |
| 1 Month |
|
|
+26.67% |
| 3 Months |
|
|
-76.83% |
| YTD |
|
|
-87.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.280 |
| 1M High / 1M Low: |
0.940 |
0.210 |
| 6M High / 6M Low: |
2.570 |
0.210 |
| High (YTD): |
15/05/2024 |
2.570 |
| Low (YTD): |
13/08/2024 |
0.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.410 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.472 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.291 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
319.90% |
| Volatility 6M: |
|
238.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
