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BNP Paribas Call 120 SNW 20.12.20.../  DE000PN8XTL7  /

EUWAX
2024-10-18  9:52:01 AM Chg.+0.001 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.018EUR +5.88% -
Bid Size: -		 -
Ask Size: -		 SANOFI SA INHABER ... 120.00 EUR 2024-12-20 Call
 

Master data

WKN: PN8XTL
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SANOFI SA INHABER EO 2
Type: Warrant
Option type: Call
Strike price: 120.00 EUR
Maturity: 2024-12-20
Issue date: 2023-09-27
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 132.66
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.25
Parity: -1.92
Time value: 0.08
Break-even: 120.76
Moneyness: 0.84
Premium: 0.20
Premium p.a.: 1.89
Spread abs.: 0.06
Spread %: 375.00%
Delta: 0.12
Theta: -0.02
Omega: 15.87
Rho: 0.02
 

Quote data

Open: 0.018
High: 0.018
Low: 0.018
Previous Close: 0.017
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.26%
1 Month
  -67.86%
3 Months
  -51.35%
YTD
  -71.43%
1 Year
  -93.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.021 0.015
1M High / 1M Low: 0.064 0.001
6M High / 6M Low: 0.120 0.001
High (YTD): 2024-01-12 0.140
Low (YTD): 2024-10-08 0.001
52W High: 2023-10-26 0.320
52W Low: 2024-10-08 0.001
Avg. price 1W:   0.018
Avg. volume 1W:   0.000
Avg. price 1M:   0.024
Avg. volume 1M:   0.000
Avg. price 6M:   0.038
Avg. volume 6M:   0.000
Avg. price 1Y:   0.050
Avg. volume 1Y:   78.125
Volatility 1M:   8,538.10%
Volatility 6M:   3,482.30%
Volatility 1Y:   2,467.92%
Volatility 3Y:   -