BNP Paribas Call 280 SOON 20.09.2.../  DE000PC1L7U7  /

EUWAX
2024-07-26  9:15:40 AM Chg.+0.050 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.440EUR +12.82% -
Bid Size: -
-
Ask Size: -
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: 51.20
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.25
Parity: -1.54
Time value: 0.54
Break-even: 297.27
Moneyness: 0.95
Premium: 0.08
Premium p.a.: 0.62
Spread abs.: 0.03
Spread %: 5.88%
Delta: 0.32
Theta: -0.10
Omega: 16.63
Rho: 0.13
 

Quote data

Open: 0.440
High: 0.440
Low: 0.440
Previous Close: 0.390
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.22%
1 Month
  -64.23%
3 Months
  -37.14%
YTD
  -80.87%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.390
1M High / 1M Low: 1.300 0.390
6M High / 6M Low: 2.920 0.390
High (YTD): 2024-02-26 2.920
Low (YTD): 2024-07-25 0.390
52W High: - -
52W Low: - -
Avg. price 1W:   0.466
Avg. volume 1W:   0.000
Avg. price 1M:   0.881
Avg. volume 1M:   0.000
Avg. price 6M:   1.529
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   246.29%
Volatility 6M:   207.85%
Volatility 1Y:   -
Volatility 3Y:   -