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BNP Paribas Call 220 SOON 20.12.2.../  DE000PN7C8V5  /

Frankfurt Zert./BNP
16/08/2024  16:21:08 Chg.+0.160 Bid17:01:18 Ask17:01:18 Underlying Strike price Expiration date Option type
7.790EUR +2.10% 7.790
Bid Size: 6,000		 7.850
Ask Size: 6,000		 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: 7.690
High: 7.800
Low: 7.690
Previous Close: 7.630
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+10.50%
1 Month  
+33.62%
3 Months
  -5.80%
YTD  
+14.06%
1 Year  
+86.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.630 6.620
1M High / 1M Low: 7.630 4.530
6M High / 6M Low: 8.270 4.090
High (YTD): 16/05/2024 8.270
Low (YTD): 18/04/2024 4.090
52W High: 16/05/2024 8.270
52W Low: 30/10/2023 2.210
Avg. price 1W:   7.132
Avg. volume 1W:   0.000
Avg. price 1M:   5.889
Avg. volume 1M:   0.000
Avg. price 6M:   6.112
Avg. volume 6M:   0.000
Avg. price 1Y:   5.346
Avg. volume 1Y:   0.000
Volatility 1M:   153.49%
Volatility 6M:   111.70%
Volatility 1Y:   101.91%
Volatility 3Y:   -