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

Frankfurt Zert./BNP
2024-10-10  4:21:03 PM Chg.-0.040 Bid5:19:56 PM Ask5:19:56 PM Underlying Strike price Expiration date Option type
10.460EUR -0.38% -
Bid Size: -		 -
Ask Size: -		 SONOVA N 220.00 CHF 2024-12-20 Call
 

Master data

WKN: PN7C8V
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SONOVA N
Type: Warrant
Option type: Call
Strike price: 220.00 CHF
Maturity: 2024-12-20
Issue date: 2023-08-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.16
Leverage: Yes

Calculated values

Fair value: 10.39
Intrinsic value: 10.25
Implied volatility: 0.59
Historic volatility: 0.25
Parity: 10.25
Time value: 0.39
Break-even: 340.05
Moneyness: 1.44
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.06
Spread %: 0.57%
Delta: 0.94
Theta: -0.09
Omega: 2.97
Rho: 0.41
 

Quote data

Open: 10.850
High: 10.850
Low: 10.190
Previous Close: 10.500
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+4.08%
1 Month  
+26.63%
3 Months  
+78.50%
YTD  
+53.15%
1 Year  
+267.02%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.660 10.050
1M High / 1M Low: 10.660 7.500
6M High / 6M Low: 10.660 4.090
High (YTD): 2024-10-08 10.660
Low (YTD): 2024-04-18 4.090
52W High: 2024-10-08 10.660
52W Low: 2023-10-30 2.210
Avg. price 1W:   10.360
Avg. volume 1W:   0.000
Avg. price 1M:   8.972
Avg. volume 1M:   0.000
Avg. price 6M:   6.855
Avg. volume 6M:   0.000
Avg. price 1Y:   6.185
Avg. volume 1Y:   0.000
Volatility 1M:   79.55%
Volatility 6M:   101.66%
Volatility 1Y:   99.22%
Volatility 3Y:   -