BNP Paribas Call 260 SOON 20.09.2024
/ DE000PN8TS54
BNP Paribas Call 260 SOON 20.09.2.../ DE000PN8TS54 /
| 2024-07-25 4:21:08 PM |
Chg.-0.130 |
Bid5:19:28 PM |
Ask5:19:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.270EUR |
-9.29% |
-
Bid Size: - |
-
Ask Size: - |
SONOVA N |
260.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
PN8TS5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SONOVA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.34 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.25 |
| Parity: |
0.32 |
| Time value: |
1.10 |
| Break-even: |
285.18 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.03 |
| Spread %: |
2.16% |
| Delta: |
0.59 |
| Theta: |
-0.12 |
| Omega: |
11.31 |
| Rho: |
0.23 |
Quote data
| Open: |
1.160 |
| High: |
1.270 |
| Low: |
1.100 |
| Previous Close: |
1.400 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.11% |
| 1 Month |
|
|
-40.65% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
-62.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.570 |
1.330 |
| 1M High / 1M Low: |
2.790 |
1.330 |
| 6M High / 6M Low: |
4.340 |
1.260 |
| High (YTD): |
2024-05-16 |
4.340 |
| Low (YTD): |
2024-04-18 |
1.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.442 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.135 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.684 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.19% |
| Volatility 6M: |
|
176.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
