BNP Paribas Call 250 SOON 20.09.2024
/ DE000PN8TS62
BNP Paribas Call 250 SOON 20.09.2.../ DE000PN8TS62 /
| 28/06/2024 10:03:46 |
Chg.-0.07 |
Bid10:28:48 |
Ask10:28:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.27EUR |
-2.10% |
3.31
Bid Size: 8,000 |
3.37
Ask Size: 8,000 |
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: |
8.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.15 |
| Intrinsic value: |
2.55 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.26 |
| Parity: |
2.55 |
| Time value: |
0.76 |
| Break-even: |
292.96 |
| Moneyness: |
1.10 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.06 |
| Spread %: |
1.85% |
| Delta: |
0.78 |
| Theta: |
-0.09 |
| Omega: |
6.76 |
| Rho: |
0.44 |
Quote data
| Open: |
3.27 |
| High: |
3.27 |
| Low: |
3.27 |
| Previous Close: |
3.34 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.21% |
| 1 Month |
|
|
-25.17% |
| 3 Months |
|
|
+27.73% |
| YTD |
|
|
-20.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.34 |
2.81 |
| 1M High / 1M Low: |
4.52 |
2.81 |
| 6M High / 6M Low: |
5.13 |
1.60 |
| High (YTD): |
26/02/2024 |
5.13 |
| Low (YTD): |
19/04/2024 |
1.60 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.57 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.23% |
| Volatility 6M: |
|
134.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
