OverviewChartNewsTraderScreen

BNP Paribas Call 200 SOON 20.12.2.../  DE000PN7C8U7  /

Frankfurt Zert./BNP
30/08/2024  16:21:18 Chg.+0.180 Bid17:19:55 Ask17:19:55 Underlying Strike price Expiration date Option type
10.450EUR +1.75% -
Bid Size: -		 -
Ask Size: -		 SONOVA N 200.00 CHF 20/12/2024 Call
 

Master data

WKN: PN7C8U
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SONOVA N
Type: Warrant
Option type: Call
Strike price: 200.00 CHF
Maturity: 20/12/2024
Issue date: 16/08/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.01
Leverage: Yes

Calculated values

Fair value: 10.18
Intrinsic value: 9.94
Implied volatility: 0.48
Historic volatility: 0.26
Parity: 9.94
Time value: 0.45
Break-even: 316.96
Moneyness: 1.47
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.06
Spread %: 0.58%
Delta: 0.95
Theta: -0.06
Omega: 2.85
Rho: 0.59
 

Quote data

Open: 10.240
High: 10.450
Low: 10.240
Previous Close: 10.270
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+0.19%
1 Month  
+46.56%
3 Months  
+17.55%
YTD  
+21.65%
1 Year  
+99.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.430 9.980
1M High / 1M Low: 10.430 6.310
6M High / 6M Low: 10.430 5.610
High (YTD): 23/08/2024 10.430
Low (YTD): 18/04/2024 5.610
52W High: 23/08/2024 10.430
52W Low: 30/10/2023 3.220
Avg. price 1W:   10.184
Avg. volume 1W:   0.000
Avg. price 1M:   9.054
Avg. volume 1M:   0.000
Avg. price 6M:   7.966
Avg. volume 6M:   0.000
Avg. price 1Y:   7.136
Avg. volume 1Y:   0.000
Volatility 1M:   118.66%
Volatility 6M:   90.04%
Volatility 1Y:   85.08%
Volatility 3Y:   -