BNP Paribas Call 220 SOON 20.09.2024
/ DE000PN8TS88
BNP Paribas Call 220 SOON 20.09.2.../ DE000PN8TS88 /
2024-07-31 4:21:27 PM |
Chg.+0.460 |
Bid5:19:35 PM |
Ask5:19:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.330EUR |
+9.45% |
- Bid Size: - |
- Ask Size: - |
SONOVA N |
220.00 CHF |
2024-09-20 |
Call |
Master data
WKN: |
PN8TS8 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SONOVA N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 CHF |
Maturity: |
2024-09-20 |
Issue date: |
2023-09-26 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.73 |
Intrinsic value: |
4.59 |
Implied volatility: |
0.46 |
Historic volatility: |
0.25 |
Parity: |
4.59 |
Time value: |
0.43 |
Break-even: |
280.65 |
Moneyness: |
1.20 |
Premium: |
0.02 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.06 |
Spread %: |
1.21% |
Delta: |
0.88 |
Theta: |
-0.11 |
Omega: |
4.84 |
Rho: |
0.27 |
Quote data
Open: |
5.280 |
High: |
5.330 |
Low: |
5.280 |
Previous Close: |
4.870 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+15.37% |
1 Month |
|
|
-16.98% |
3 Months |
|
|
+30.64% |
YTD |
|
|
-18.63% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.330 |
4.620 |
1M High / 1M Low: |
6.470 |
4.620 |
6M High / 6M Low: |
8.140 |
3.630 |
High (YTD): |
2024-05-16 |
8.140 |
Low (YTD): |
2024-04-18 |
3.630 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.940 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.481 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.861 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
83.91% |
Volatility 6M: |
|
108.39% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |