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

Frankfurt Zert./BNP
10/4/2024  4:21:21 PM Chg.+0.250 Bid5:19:38 PM Ask5:19:38 PM Underlying Strike price Expiration date Option type
12.390EUR +2.06% -
Bid Size: -		 -
Ask Size: -		 SONOVA N 200.00 CHF 12/20/2024 Call
 

Master data

WKN: PN7C8U
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SONOVA N
Type: Warrant
Option type: Call
Strike price: 200.00 CHF
Maturity: 12/20/2024
Issue date: 8/16/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.70
Leverage: Yes

Calculated values

Fair value: 12.12
Intrinsic value: 11.98
Implied volatility: 0.64
Historic volatility: 0.25
Parity: 11.98
Time value: 0.34
Break-even: 335.52
Moneyness: 1.56
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.06
Spread %: 0.49%
Delta: 0.96
Theta: -0.08
Omega: 2.58
Rho: 0.40
 

Quote data

Open: 12.310
High: 12.390
Low: 12.160
Previous Close: 12.140
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+12.03%
1 Month  
+15.36%
3 Months  
+51.65%
YTD  
+44.24%
1 Year  
+257.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.390 10.810
1M High / 1M Low: 12.390 9.520
6M High / 6M Low: 12.390 5.610
High (YTD): 10/4/2024 12.390
Low (YTD): 4/18/2024 5.610
52W High: 10/4/2024 12.390
52W Low: 10/30/2023 3.220
Avg. price 1W:   11.518
Avg. volume 1W:   0.000
Avg. price 1M:   10.817
Avg. volume 1M:   0.000
Avg. price 6M:   8.581
Avg. volume 6M:   0.000
Avg. price 1Y:   7.816
Avg. volume 1Y:   0.000
Volatility 1M:   70.95%
Volatility 6M:   82.97%
Volatility 1Y:   82.97%
Volatility 3Y:   -