BNP Paribas Call 0.95 USDCHF 19.1.../  DE000PL4NCV4  /

EUWAX
1/23/2025  6:20:10 PM Chg.+0.030 Bid1/23/2025 Ask1/23/2025 Underlying Strike price Expiration date Option type
0.720EUR +4.35% 0.720
Bid Size: 10,000
0.730
Ask Size: 10,000
CROSSRATE USD/CHF 0.95 CHF 12/19/2025 Call
 

Master data

WKN: PL4NCV
Issuer: BNP PARIBAS
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 0.95 CHF
Maturity: 12/19/2025
Issue date: 1/3/2025
Last trading day: 12/18/2025
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 135.31
Leverage: Yes

Calculated values

Fair value: 1.85
Intrinsic value: 0.00
Implied volatility: 0.04
Historic volatility: 0.08
Parity: -4.59
Time value: 0.71
Break-even: 1.01
Moneyness: 0.95
Premium: 0.06
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 1.43%
Delta: 0.30
Theta: 0.00
Omega: 40.63
Rho: 0.00
 

Quote data

Open: 0.700
High: 0.770
Low: 0.690
Previous Close: 0.690
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.18%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.940 0.690
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.790
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -