BNP Paribas Call 220 SOON 20.09.2024
/ DE000PN8TS88
BNP Paribas Call 220 SOON 20.09.2.../ DE000PN8TS88 /
| 04/07/2024 16:21:19 |
Chg.+0.110 |
Bid17:19:55 |
Ask17:19:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.470EUR |
+1.73% |
-
Bid Size: - |
-
Ask Size: - |
SONOVA N |
220.00 CHF |
20/09/2024 |
Call |
Master data
| WKN: |
PN8TS8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SONOVA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 CHF |
| Maturity: |
20/09/2024 |
| Issue date: |
26/09/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.15 |
| Intrinsic value: |
5.95 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.25 |
| Parity: |
5.95 |
| Time value: |
0.42 |
| Break-even: |
289.90 |
| Moneyness: |
1.26 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.06 |
| Spread %: |
0.95% |
| Delta: |
0.91 |
| Theta: |
-0.08 |
| Omega: |
4.09 |
| Rho: |
0.42 |
Quote data
| Open: |
6.270 |
| High: |
6.590 |
| Low: |
6.270 |
| Previous Close: |
6.360 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.35% |
| 1 Month |
|
|
-7.83% |
| 3 Months |
|
|
+67.62% |
| YTD |
|
|
-1.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.470 |
6.200 |
| 1M High / 1M Low: |
7.200 |
5.550 |
| 6M High / 6M Low: |
8.140 |
3.630 |
| High (YTD): |
16/05/2024 |
8.140 |
| Low (YTD): |
18/04/2024 |
3.630 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.344 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.278 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.076 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
57.90% |
| Volatility 6M: |
|
106.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
