BNP Paribas Call 220 SOON 20.09.2024
/ DE000PN8TS88
BNP Paribas Call 220 SOON 20.09.2.../ DE000PN8TS88 /
| 2024-07-26 12:21:32 PM |
Chg.+0.370 |
Bid1:18:31 PM |
Ask1:18:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.990EUR |
+8.01% |
4.960
Bid Size: 7,000 |
5.020
Ask Size: 7,000 |
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: |
5.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.56 |
| Intrinsic value: |
4.40 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.25 |
| Parity: |
4.40 |
| Time value: |
0.40 |
| Break-even: |
278.09 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.06 |
| Spread %: |
1.27% |
| Delta: |
0.88 |
| Theta: |
-0.10 |
| Omega: |
5.05 |
| Rho: |
0.30 |
Quote data
| Open: |
4.750 |
| High: |
5.040 |
| Low: |
4.750 |
| Previous Close: |
4.620 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.78% |
| 1 Month |
|
|
-14.41% |
| 3 Months |
|
|
+19.66% |
| YTD |
|
|
-23.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.900 |
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: |
|
4.754 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.640 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.916 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.74% |
| Volatility 6M: |
|
107.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
