BNP Paribas Call 250 SOON 20.12.2024
/ DE000PN7C8W3
BNP Paribas Call 250 SOON 20.12.2.../ DE000PN7C8W3 /
| 05/07/2024 12:21:11 |
Chg.-0.370 |
Bid12:59:52 |
Ask12:59:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.860EUR |
-8.75% |
3.870
Bid Size: 7,000 |
3.900
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: |
6.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.13 |
| Intrinsic value: |
3.11 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.25 |
| Parity: |
3.11 |
| Time value: |
1.17 |
| Break-even: |
299.68 |
| Moneyness: |
1.12 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
0.71% |
| Delta: |
0.78 |
| Theta: |
-0.07 |
| Omega: |
5.27 |
| Rho: |
0.84 |
Quote data
| Open: |
3.820 |
| High: |
3.930 |
| Low: |
3.820 |
| Previous Close: |
4.230 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.22% |
| 1 Month |
|
|
-19.58% |
| 3 Months |
|
|
+60.83% |
| YTD |
|
|
-15.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.230 |
4.030 |
| 1M High / 1M Low: |
4.930 |
3.560 |
| 6M High / 6M Low: |
5.630 |
2.300 |
| High (YTD): |
16/05/2024 |
5.630 |
| Low (YTD): |
19/04/2024 |
2.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.134 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.154 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.083 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.21% |
| Volatility 6M: |
|
122.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
