BNP Paribas Call 260 SOON 20.09.2024
/ DE000PN8TS54
BNP Paribas Call 260 SOON 20.09.2.../ DE000PN8TS54 /
| 7/26/2024 9:21:02 AM |
Chg.+0.070 |
Bid9:51:35 AM |
Ask9:51:35 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.340EUR |
+5.51% |
1.370
Bid Size: 6,000 |
1.400
Ask Size: 6,000 |
SONOVA N |
260.00 CHF |
9/20/2024 |
Call |
Master data
| WKN: |
PN8TS5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SONOVA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 CHF |
| Maturity: |
9/20/2024 |
| Issue date: |
9/26/2023 |
| Last trading day: |
9/19/2024 |
| 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: |
1.340 |
| High: |
1.340 |
| Low: |
1.340 |
| Previous Close: |
1.270 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.75% |
| 1 Month |
|
|
-42.24% |
| 3 Months |
|
|
-11.26% |
| YTD |
|
|
-60.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.490 |
1.270 |
| 1M High / 1M Low: |
2.790 |
1.270 |
| 6M High / 6M Low: |
4.340 |
1.260 |
| High (YTD): |
5/16/2024 |
4.340 |
| Low (YTD): |
4/18/2024 |
1.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.382 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.095 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.668 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.17% |
| Volatility 6M: |
|
176.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
