BNP Paribas Call 250 SOON 20.09.2024
/ DE000PN8TS62
BNP Paribas Call 250 SOON 20.09.2.../ DE000PN8TS62 /
14/08/2024 10:05:32 |
Chg.+0.77 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
3.96EUR |
+24.14% |
- Bid Size: - |
- Ask Size: - |
SONOVA N |
250.00 CHF |
20/09/2024 |
Call |
Master data
WKN: |
PN8TS6 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SONOVA N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
250.00 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: |
8.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.21 |
Intrinsic value: |
3.02 |
Implied volatility: |
0.45 |
Historic volatility: |
0.26 |
Parity: |
3.02 |
Time value: |
0.58 |
Break-even: |
298.96 |
Moneyness: |
1.11 |
Premium: |
0.02 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.06 |
Spread %: |
1.69% |
Delta: |
0.81 |
Theta: |
-0.17 |
Omega: |
6.56 |
Rho: |
0.20 |
Quote data
Open: |
3.96 |
High: |
3.96 |
Low: |
3.96 |
Previous Close: |
3.19 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+27.74% |
1 Month |
|
|
+29.41% |
3 Months |
|
|
+1.28% |
YTD |
|
|
-3.18% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.79 |
3.10 |
1M High / 1M Low: |
3.79 |
1.48 |
6M High / 6M Low: |
5.13 |
1.48 |
High (YTD): |
26/02/2024 |
5.13 |
Low (YTD): |
05/08/2024 |
1.48 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.40 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.53 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.21 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
336.83% |
Volatility 6M: |
|
187.20% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |