BNP Paribas Call 220 SOON 20.12.2024
/ DE000PN7C8V5
BNP Paribas Call 220 SOON 20.12.2.../ DE000PN7C8V5 /
6/28/2024 10:04:00 AM |
Chg.-0.09 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
6.41EUR |
-1.38% |
- Bid Size: - |
- Ask Size: - |
SONOVA N |
220.00 CHF |
12/20/2024 |
Call |
Master data
WKN: |
PN7C8V |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SONOVA N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 CHF |
Maturity: |
12/20/2024 |
Issue date: |
8/16/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.27 |
Intrinsic value: |
5.70 |
Implied volatility: |
0.32 |
Historic volatility: |
0.26 |
Parity: |
5.70 |
Time value: |
0.79 |
Break-even: |
293.43 |
Moneyness: |
1.25 |
Premium: |
0.03 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.06 |
Spread %: |
0.93% |
Delta: |
0.88 |
Theta: |
-0.05 |
Omega: |
3.89 |
Rho: |
0.89 |
Quote data
Open: |
6.41 |
High: |
6.41 |
Low: |
6.41 |
Previous Close: |
6.50 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.06% |
1 Month |
|
|
-10.60% |
3 Months |
|
|
+24.47% |
YTD |
|
|
-5.87% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.50 |
5.87 |
1M High / 1M Low: |
7.64 |
5.87 |
6M High / 6M Low: |
8.07 |
3.95 |
High (YTD): |
2/26/2024 |
8.07 |
Low (YTD): |
4/19/2024 |
3.95 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.23 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
6.74 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
6.37 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
67.46% |
Volatility 6M: |
|
84.79% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |