BNP Paribas Call 260 SOON 20.09.2024
/ DE000PN8TS54
BNP Paribas Call 260 SOON 20.09.2.../ DE000PN8TS54 /
| 26/07/2024 10:12:06 |
Chg.+0.19 |
Bid16:50:17 |
Ask16:50:17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.37EUR |
+16.10% |
1.46
Bid Size: 6,000 |
1.49
Ask Size: 6,000 |
SONOVA N |
260.00 CHF |
20/09/2024 |
Call |
Master data
| WKN: |
PN8TS5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SONOVA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 CHF |
| Maturity: |
20/09/2024 |
| Issue date: |
26/09/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.27 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.25 |
| Parity: |
0.22 |
| Time value: |
1.15 |
| Break-even: |
285.62 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.03 |
| Spread %: |
2.24% |
| Delta: |
0.57 |
| Theta: |
-0.12 |
| Omega: |
11.42 |
| Rho: |
0.22 |
Quote data
| Open: |
1.37 |
| High: |
1.37 |
| Low: |
1.37 |
| Previous Close: |
1.18 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.38% |
| 1 Month |
|
|
-43.85% |
| 3 Months |
|
|
-0.72% |
| YTD |
|
|
-59.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.50 |
1.18 |
| 1M High / 1M Low: |
2.79 |
1.18 |
| 6M High / 6M Low: |
4.33 |
1.17 |
| High (YTD): |
26/02/2024 |
4.33 |
| Low (YTD): |
19/04/2024 |
1.17 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.09 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.66 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
169.57% |
| Volatility 6M: |
|
162.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
