BNP Paribas Call 240 SOON 20.09.2024
/ DE000PN8TS70
BNP Paribas Call 240 SOON 20.09.2.../ DE000PN8TS70 /
7/25/2024 10:04:21 AM |
Chg.-0.45 |
Bid11:36:21 AM |
Ask11:36:21 AM |
Underlying |
Strike price |
Expiration date |
Option type |
2.61EUR |
-14.71% |
2.64 Bid Size: 8,000 |
2.70 Ask Size: 8,000 |
SONOVA N |
240.00 CHF |
9/20/2024 |
Call |
Master data
WKN: |
PN8TS7 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SONOVA N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
240.00 CHF |
Maturity: |
9/20/2024 |
Issue date: |
9/26/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.20 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.77 |
Intrinsic value: |
2.41 |
Implied volatility: |
0.33 |
Historic volatility: |
0.25 |
Parity: |
2.41 |
Time value: |
0.57 |
Break-even: |
279.94 |
Moneyness: |
1.10 |
Premium: |
0.02 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.06 |
Spread %: |
2.05% |
Delta: |
0.79 |
Theta: |
-0.11 |
Omega: |
7.31 |
Rho: |
0.29 |
Quote data
Open: |
2.61 |
High: |
2.61 |
Low: |
2.61 |
Previous Close: |
3.06 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-16.61% |
1 Month |
|
|
-28.10% |
3 Months |
|
|
+8.30% |
YTD |
|
|
-46.07% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.13 |
2.74 |
1M High / 1M Low: |
4.52 |
2.74 |
6M High / 6M Low: |
6.01 |
2.12 |
High (YTD): |
2/26/2024 |
6.01 |
Low (YTD): |
4/19/2024 |
2.12 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.96 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.76 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.17 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
121.44% |
Volatility 6M: |
|
125.00% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |