BNP Paribas Call 250 SOON 20.09.2024
/ DE000PN8TS62
BNP Paribas Call 250 SOON 20.09.2.../ DE000PN8TS62 /
| 13/09/2024 09:52:19 |
Chg.+0.41 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.96EUR |
+7.39% |
-
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: |
5.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.53 |
| Intrinsic value: |
5.51 |
| Implied volatility: |
1.10 |
| Historic volatility: |
0.25 |
| Parity: |
5.51 |
| Time value: |
0.24 |
| Break-even: |
322.72 |
| Moneyness: |
1.21 |
| Premium: |
0.01 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.12 |
| Spread %: |
2.13% |
| Delta: |
0.91 |
| Theta: |
-0.60 |
| Omega: |
5.05 |
| Rho: |
0.04 |
Quote data
| Open: |
5.96 |
| High: |
5.96 |
| Low: |
5.96 |
| Previous Close: |
5.55 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.96% |
| 1 Month |
|
|
+50.51% |
| 3 Months |
|
|
+58.09% |
| YTD |
|
|
+45.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.96 |
4.67 |
| 1M High / 1M Low: |
5.96 |
3.96 |
| 6M High / 6M Low: |
5.96 |
1.48 |
| High (YTD): |
13/09/2024 |
5.96 |
| Low (YTD): |
05/08/2024 |
1.48 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.31 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.08% |
| Volatility 6M: |
|
190.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
