BNP Paribas Call 220 SOON 20.09.2024
/ DE000PN8TS88
BNP Paribas Call 220 SOON 20.09.2.../ DE000PN8TS88 /
| 31/07/2024 09:59:21 |
Chg.-0.28 |
Bid22:00:44 |
Ask22:00:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.14EUR |
-5.17% |
-
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: |
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: |
5.14 |
| High: |
5.14 |
| Low: |
5.14 |
| Previous Close: |
5.42 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.25% |
| 1 Month |
|
|
-20.19% |
| 3 Months |
|
|
+22.97% |
| YTD |
|
|
-21.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.42 |
4.46 |
| 1M High / 1M Low: |
6.44 |
4.46 |
| 6M High / 6M Low: |
7.94 |
3.47 |
| High (YTD): |
16/05/2024 |
7.94 |
| Low (YTD): |
19/04/2024 |
3.47 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.98 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.47 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.86 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.19% |
| Volatility 6M: |
|
99.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
