BNP Paribas Call 280 SOON 20.09.2024
/ DE000PC1L7U7
BNP Paribas Call 280 SOON 20.09.2.../ DE000PC1L7U7 /
| 2024-07-05 9:11:34 AM |
Chg.+0.01 |
Bid11:47:40 AM |
Ask11:47:40 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.22EUR |
+0.83% |
1.14
Bid Size: 6,000 |
1.17
Ask Size: 6,000 |
SONOVA N |
280.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
PC1L7U |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SONOVA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.46 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.25 |
| Parity: |
0.03 |
| Time value: |
1.40 |
| Break-even: |
302.01 |
| Moneyness: |
1.00 |
| Premium: |
0.05 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.03 |
| Spread %: |
2.14% |
| Delta: |
0.55 |
| Theta: |
-0.10 |
| Omega: |
11.14 |
| Rho: |
0.31 |
Quote data
| Open: |
1.22 |
| High: |
1.22 |
| Low: |
1.22 |
| Previous Close: |
1.21 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.83% |
| 1 Month |
|
|
-39.30% |
| 3 Months |
|
|
+56.41% |
| YTD |
|
|
-46.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.30 |
1.21 |
| 1M High / 1M Low: |
2.24 |
0.98 |
| 6M High / 6M Low: |
2.92 |
0.57 |
| High (YTD): |
2024-02-26 |
2.92 |
| Low (YTD): |
2024-04-19 |
0.57 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.44 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.73 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.58% |
| Volatility 6M: |
|
187.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
