BNP Paribas Call 220 SOON 20.12.2024
/ DE000PN7C8V5
BNP Paribas Call 220 SOON 20.12.2.../ DE000PN7C8V5 /
10/10/2024 12:19:01 |
Chg.+0.43 |
Bid14:49:36 |
Ask14:49:36 |
Underlying |
Strike price |
Expiration date |
Option type |
10.85EUR |
+4.13% |
10.27 Bid Size: 6,000 |
10.33 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: |
3.16 |
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: |
10.85 |
High: |
10.85 |
Low: |
10.85 |
Previous Close: |
10.42 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+16.79% |
1 Month |
|
|
+33.29% |
3 Months |
|
|
+85.79% |
YTD |
|
|
+59.32% |
1 Year |
|
|
+294.55% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
10.48 |
9.29 |
1M High / 1M Low: |
10.48 |
7.66 |
6M High / 6M Low: |
10.48 |
3.95 |
High (YTD): |
08/10/2024 |
10.48 |
Low (YTD): |
19/04/2024 |
3.95 |
52W High: |
08/10/2024 |
10.48 |
52W Low: |
26/10/2023 |
2.21 |
Avg. price 1W: |
|
10.10 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
8.92 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
6.81 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
6.16 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
75.93% |
Volatility 6M: |
|
98.51% |
Volatility 1Y: |
|
95.98% |
Volatility 3Y: |
|
- |