BNP Paribas Call 250 SOON 20.09.2.../  DE000PN8TS62  /

EUWAX
2024-07-26  10:12:06 AM Chg.+0.25 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
2.09EUR +13.59% -
Bid Size: -
-
Ask Size: -
SONOVA N 250.00 CHF 2024-09-20 Call
 

Master data

WKN: PN8TS6
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SONOVA N
Type: Warrant
Option type: Call
Strike price: 250.00 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: 12.18
Leverage: Yes

Calculated values

Fair value: 2.13
Intrinsic value: 1.59
Implied volatility: 0.29
Historic volatility: 0.25
Parity: 1.59
Time value: 0.68
Break-even: 283.30
Moneyness: 1.06
Premium: 0.02
Premium p.a.: 0.17
Spread abs.: 0.03
Spread %: 1.34%
Delta: 0.73
Theta: -0.11
Omega: 8.94
Rho: 0.27
 

Quote data

Open: 2.09
High: 2.09
Low: 2.09
Previous Close: 1.84
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.63%
1 Month
  -37.43%
3 Months  
+11.76%
YTD
  -48.90%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.23 1.84
1M High / 1M Low: 3.62 1.84
6M High / 6M Low: 5.13 1.60
High (YTD): 2024-02-26 5.13
Low (YTD): 2024-04-19 1.60
52W High: - -
52W Low: - -
Avg. price 1W:   2.08
Avg. volume 1W:   0.00
Avg. price 1M:   2.80
Avg. volume 1M:   0.00
Avg. price 6M:   3.35
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   150.97%
Volatility 6M:   143.61%
Volatility 1Y:   -
Volatility 3Y:   -