BNP Paribas Call 240 SOON 20.09.2.../  DE000PN8TS70  /

Frankfurt Zert./BNP
2024-07-26  4:21:08 PM Chg.+0.240 Bid5:19:50 PM Ask5:19:50 PM Underlying Strike price Expiration date Option type
2.990EUR +8.73% -
Bid Size: -
-
Ask Size: -
SONOVA N 240.00 CHF 2024-09-20 Call
 

Master data

WKN: PN8TS7
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SONOVA N
Type: Warrant
Option type: Call
Strike price: 240.00 CHF
Maturity: 2024-09-20
Issue date: 2023-09-26
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.39
Leverage: Yes

Calculated values

Fair value: 2.69
Intrinsic value: 2.31
Implied volatility: 0.33
Historic volatility: 0.25
Parity: 2.31
Time value: 0.61
Break-even: 280.21
Moneyness: 1.09
Premium: 0.02
Premium p.a.: 0.15
Spread abs.: 0.06
Spread %: 2.10%
Delta: 0.78
Theta: -0.11
Omega: 7.35
Rho: 0.28
 

Quote data

Open: 2.860
High: 3.120
Low: 2.860
Previous Close: 2.750
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+7.17%
1 Month
  -24.11%
3 Months  
+12.41%
YTD
  -38.48%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.020 2.750
1M High / 1M Low: 4.540 2.750
6M High / 6M Low: 6.180 2.250
High (YTD): 2024-05-16 6.180
Low (YTD): 2024-04-18 2.250
52W High: - -
52W Low: - -
Avg. price 1W:   2.886
Avg. volume 1W:   0.000
Avg. price 1M:   3.730
Avg. volume 1M:   0.000
Avg. price 6M:   4.154
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   113.41%
Volatility 6M:   137.63%
Volatility 1Y:   -
Volatility 3Y:   -