BNP Paribas Call 260 SOON 20.09.2024
/ DE000PN8TS54
BNP Paribas Call 260 SOON 20.09.2.../ DE000PN8TS54 /
| 7/30/2024 10:06:18 AM |
Chg.+0.25 |
Bid3:47:44 PM |
Ask3:47:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.78EUR |
+16.34% |
1.49
Bid Size: 6,000 |
1.52
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: |
18.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.41 |
| Intrinsic value: |
0.55 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.25 |
| Parity: |
0.55 |
| Time value: |
0.98 |
| Break-even: |
286.44 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.03 |
| Spread %: |
2.00% |
| Delta: |
0.61 |
| Theta: |
-0.12 |
| Omega: |
11.10 |
| Rho: |
0.22 |
Quote data
| Open: |
1.78 |
| High: |
1.78 |
| Low: |
1.78 |
| Previous Close: |
1.53 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.92% |
| 1 Month |
|
|
-28.23% |
| 3 Months |
|
|
+17.88% |
| YTD |
|
|
-47.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.53 |
1.18 |
| 1M High / 1M Low: |
2.79 |
1.18 |
| 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: |
|
1.41 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.97 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.63 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.04% |
| Volatility 6M: |
|
164.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
