BNP Paribas Call 240 SOON 20.09.2024
/ DE000PN8TS70
BNP Paribas Call 240 SOON 20.09.2.../ DE000PN8TS70 /
| 26/07/2024 16:21:08 |
Chg.+0.240 |
Bid17:19:50 |
Ask17:19:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.990EUR |
+8.73% |
-
Bid Size: - |
-
Ask Size: - |
SONOVA N |
240.00 CHF |
20/09/2024 |
Call |
Master data
| WKN: |
PN8TS7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SONOVA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 CHF |
| Maturity: |
20/09/2024 |
| Issue date: |
26/09/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.95 |
| Intrinsic value: |
2.63 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.25 |
| Parity: |
2.63 |
| Time value: |
0.51 |
| Break-even: |
281.58 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.06 |
| Spread %: |
1.95% |
| Delta: |
0.82 |
| Theta: |
-0.10 |
| Omega: |
7.18 |
| Rho: |
0.29 |
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 |
|
|
-28.47% |
| 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): |
16/05/2024 |
6.180 |
| Low (YTD): |
18/04/2024 |
2.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.926 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.687 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.138 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.93% |
| Volatility 6M: |
|
138.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
