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

EUWAX
10/10/2024  12:19:01 PM Chg.+0.43 Bid2:19:18 PM Ask2:19:18 PM Underlying Strike price Expiration date Option type
10.85EUR +4.13% 10.50
Bid Size: 6,000		 10.56
Ask Size: 6,000		 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: 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): 10/8/2024 10.48
Low (YTD): 4/19/2024 3.95
52W High: 10/8/2024 10.48
52W Low: 10/26/2023 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:   -