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BNP Paribas Call 250 SOON 20.12.2.../  DE000PN7C8W3  /

Frankfurt Zert./BNP
30/08/2024  16:21:09 Chg.+0.160 Bid16:47:02 Ask16:47:02 Underlying Strike price Expiration date Option type
5.500EUR +3.00% 5.500
Bid Size: 7,000		 5.560
Ask Size: 7,000		 SONOVA N 250.00 CHF 20/12/2024 Call
 

Master data

WKN: PN7C8W
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SONOVA N
Type: Warrant
Option type: Call
Strike price: 250.00 CHF
Maturity: 20/12/2024
Issue date: 16/08/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.73
Leverage: Yes

Calculated values

Fair value: 5.14
Intrinsic value: 4.62
Implied volatility: 0.34
Historic volatility: 0.26
Parity: 4.62
Time value: 0.83
Break-even: 320.83
Moneyness: 1.17
Premium: 0.03
Premium p.a.: 0.09
Spread abs.: 0.06
Spread %: 1.11%
Delta: 0.84
Theta: -0.08
Omega: 4.82
Rho: 0.64
 

Quote data

Open: 5.310
High: 5.500
Low: 5.310
Previous Close: 5.340
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -0.72%
1 Month  
+90.97%
3 Months  
+18.79%
YTD  
+20.61%
1 Year  
+123.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.540 5.100
1M High / 1M Low: 5.540 2.370
6M High / 6M Low: 5.630 2.300
High (YTD): 16/05/2024 5.630
Low (YTD): 19/04/2024 2.300
52W High: 16/05/2024 5.630
52W Low: 30/10/2023 1.190
Avg. price 1W:   5.290
Avg. volume 1W:   0.000
Avg. price 1M:   4.430
Avg. volume 1M:   0.000
Avg. price 6M:   3.809
Avg. volume 6M:   0.000
Avg. price 1Y:   3.442
Avg. volume 1Y:   0.000
Volatility 1M:   215.71%
Volatility 6M:   148.78%
Volatility 1Y:   132.43%
Volatility 3Y:   -