BNP Paribas Call 200 SOON 20.12.2024
/ DE000PN7C8U7
BNP Paribas Call 200 SOON 20.12.2.../ DE000PN7C8U7 /
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: |
|
- |