BNP Paribas Call 260 SOON 20.09.2024
/ DE000PN8TS54
BNP Paribas Call 260 SOON 20.09.2.../ DE000PN8TS54 /
05/09/2024 09:53:52 |
Chg.+0.16 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
4.04EUR |
+4.12% |
- Bid Size: - |
- Ask Size: - |
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: |
7.56 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.79 |
Intrinsic value: |
3.75 |
Implied volatility: |
0.67 |
Historic volatility: |
0.26 |
Parity: |
3.75 |
Time value: |
0.41 |
Break-even: |
318.74 |
Moneyness: |
1.14 |
Premium: |
0.01 |
Premium p.a.: |
0.37 |
Spread abs.: |
0.12 |
Spread %: |
2.97% |
Delta: |
0.84 |
Theta: |
-0.36 |
Omega: |
6.38 |
Rho: |
0.09 |
Quote data
Open: |
4.04 |
High: |
4.04 |
Low: |
4.04 |
Previous Close: |
3.88 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+12.53% |
1 Month |
|
|
+392.68% |
3 Months |
|
|
+13.80% |
YTD |
|
|
+18.13% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.00 |
3.59 |
1M High / 1M Low: |
4.02 |
0.82 |
6M High / 6M Low: |
4.13 |
0.82 |
High (YTD): |
26/02/2024 |
4.33 |
Low (YTD): |
05/08/2024 |
0.82 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.78 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.13 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.50 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
393.94% |
Volatility 6M: |
|
238.07% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |