BNP Paribas Call 250 SOON 20.12.2024
/ DE000PN7C8W3
BNP Paribas Call 250 SOON 20.12.2.../ DE000PN7C8W3 /
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: |
|
- |