BNP Paribas Call 250 SOON 20.12.2024
/ DE000PN7C8W3
BNP Paribas Call 250 SOON 20.12.2.../ DE000PN7C8W3 /
| 11/10/2024 09:35:36 |
Chg.-0.65 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.12EUR |
-8.37% |
-
Bid Size: - |
-
Ask Size: - |
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: |
4.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.94 |
| Intrinsic value: |
6.76 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.25 |
| Parity: |
6.76 |
| Time value: |
0.56 |
| Break-even: |
339.89 |
| Moneyness: |
1.25 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.06 |
| Spread %: |
0.83% |
| Delta: |
0.89 |
| Theta: |
-0.11 |
| Omega: |
4.07 |
| Rho: |
0.42 |
Quote data
| Open: |
7.12 |
| High: |
7.12 |
| Low: |
7.12 |
| Previous Close: |
7.77 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.84% |
| 1 Month |
|
|
+11.60% |
| 3 Months |
|
|
+92.95% |
| YTD |
|
|
+56.48% |
| 1 Year |
|
|
+377.85% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.77 |
7.05 |
| 1M High / 1M Low: |
7.77 |
4.77 |
| 6M High / 6M Low: |
7.77 |
2.19 |
| High (YTD): |
10/10/2024 |
7.77 |
| Low (YTD): |
19/04/2024 |
2.19 |
| 52W High: |
10/10/2024 |
7.77 |
| 52W Low: |
26/10/2023 |
1.19 |
| Avg. price 1W: |
|
7.34 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.37 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.96 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
113.97% |
| Volatility 6M: |
|
136.66% |
| Volatility 1Y: |
|
126.44% |
| Volatility 3Y: |
|
- |
