BNP Paribas Call 260 SOON 20.09.2024
/ DE000PN8TS54
BNP Paribas Call 260 SOON 20.09.2.../ DE000PN8TS54 /
| 6/27/2024 10:05:42 AM |
Chg.+0.11 |
Bid10:10:49 AM |
Ask10:10:49 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.55EUR |
+4.51% |
2.55
Bid Size: 9,000 |
2.58
Ask Size: 9,000 |
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: |
11.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.25 |
| Intrinsic value: |
1.27 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.26 |
| Parity: |
1.27 |
| Time value: |
1.11 |
| Break-even: |
295.06 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.03 |
| Spread %: |
1.28% |
| Delta: |
0.68 |
| Theta: |
-0.10 |
| Omega: |
8.10 |
| Rho: |
0.39 |
Quote data
| Open: |
2.54 |
| High: |
2.55 |
| Low: |
2.54 |
| Previous Close: |
2.44 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.81% |
| 1 Month |
|
|
-30.14% |
| 3 Months |
|
|
+42.46% |
| YTD |
|
|
-25.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.44 |
2.08 |
| 1M High / 1M Low: |
3.69 |
2.08 |
| 6M High / 6M Low: |
4.33 |
1.17 |
| High (YTD): |
2/26/2024 |
4.33 |
| Low (YTD): |
4/19/2024 |
1.17 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.97 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.89 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.62% |
| Volatility 6M: |
|
151.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
