BNP Paribas Call 220 SOON 20.12.2024
/ DE000PN7C8V5
BNP Paribas Call 220 SOON 20.12.2.../ DE000PN7C8V5 /
06/09/2024 09:51:29 |
Chg.+0.15 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
8.67EUR |
+1.76% |
- 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: |
3.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
8.57 |
Intrinsic value: |
8.32 |
Implied volatility: |
0.43 |
Historic volatility: |
0.26 |
Parity: |
8.32 |
Time value: |
0.49 |
Break-even: |
323.12 |
Moneyness: |
1.35 |
Premium: |
0.02 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.06 |
Spread %: |
0.69% |
Delta: |
0.93 |
Theta: |
-0.07 |
Omega: |
3.35 |
Rho: |
0.59 |
Quote data
Open: |
8.67 |
High: |
8.67 |
Low: |
8.67 |
Previous Close: |
8.52 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.09% |
1 Month |
|
|
+30.57% |
3 Months |
|
|
+17.32% |
YTD |
|
|
+27.31% |
1 Year |
|
|
+185.20% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.67 |
8.07 |
1M High / 1M Low: |
8.67 |
6.51 |
6M High / 6M Low: |
8.67 |
3.95 |
High (YTD): |
06/09/2024 |
8.67 |
Low (YTD): |
19/04/2024 |
3.95 |
52W High: |
06/09/2024 |
8.67 |
52W Low: |
26/10/2023 |
2.21 |
Avg. price 1W: |
|
8.41 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
7.79 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
6.23 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
5.61 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
76.70% |
Volatility 6M: |
|
102.20% |
Volatility 1Y: |
|
99.68% |
Volatility 3Y: |
|
- |