BNP Paribas Call 220 SOON 20.12.2024
/ DE000PN7C8V5
BNP Paribas Call 220 SOON 20.12.2.../ DE000PN7C8V5 /
16/08/2024 10:12:44 |
Chg.+0.41 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
7.80EUR |
+5.55% |
- Bid Size: - |
- Ask Size: - |
SONOVA N |
220.00 CHF |
20/12/2024 |
Call |
Master data
WKN: |
PN7C8V |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SONOVA N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 CHF |
Maturity: |
20/12/2024 |
Issue date: |
16/08/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.47 |
Intrinsic value: |
7.14 |
Implied volatility: |
0.37 |
Historic volatility: |
0.26 |
Parity: |
7.14 |
Time value: |
0.54 |
Break-even: |
306.60 |
Moneyness: |
1.31 |
Premium: |
0.02 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.06 |
Spread %: |
0.79% |
Delta: |
0.92 |
Theta: |
-0.06 |
Omega: |
3.61 |
Rho: |
0.69 |
Quote data
Open: |
7.80 |
High: |
7.80 |
Low: |
7.80 |
Previous Close: |
7.39 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+9.24% |
1 Month |
|
|
+34.48% |
3 Months |
|
|
-3.11% |
YTD |
|
|
+14.54% |
1 Year |
|
|
+86.60% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.39 |
6.51 |
1M High / 1M Low: |
7.39 |
4.32 |
6M High / 6M Low: |
8.07 |
3.95 |
High (YTD): |
26/02/2024 |
8.07 |
Low (YTD): |
19/04/2024 |
3.95 |
52W High: |
26/02/2024 |
8.07 |
52W Low: |
26/10/2023 |
2.21 |
Avg. price 1W: |
|
7.07 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
5.81 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
6.10 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
5.34 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
157.13% |
Volatility 6M: |
|
104.26% |
Volatility 1Y: |
|
102.08% |
Volatility 3Y: |
|
- |