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BNP Paribas Call 280 SOON 20.12.2.../  DE000PN7C8X1  /

Frankfurt Zert./BNP
13/09/2024  16:21:07 Chg.+0.090 Bid17:19:57 Ask17:19:57 Underlying Strike price Expiration date Option type
3.630EUR +2.54% -
Bid Size: -		 -
Ask Size: -		 SONOVA N 280.00 CHF 20/12/2024 Call
 

Master data

WKN: PN7C8X
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SONOVA N
Type: Warrant
Option type: Call
Strike price: 280.00 CHF
Maturity: 20/12/2024
Issue date: 16/08/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.10
Leverage: Yes

Calculated values

Fair value: 3.23
Intrinsic value: 2.33
Implied volatility: 0.31
Historic volatility: 0.25
Parity: 2.33
Time value: 1.19
Break-even: 332.24
Moneyness: 1.08
Premium: 0.04
Premium p.a.: 0.15
Spread abs.: 0.03
Spread %: 0.86%
Delta: 0.73
Theta: -0.10
Omega: 6.64
Rho: 0.53
 

Quote data

Open: 3.740
High: 3.770
Low: 3.620
Previous Close: 3.540
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+4.61%
1 Month  
+40.15%
3 Months  
+65.75%
YTD  
+28.27%
1 Year  
+278.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.630 2.930
1M High / 1M Low: 3.630 2.540
6M High / 6M Low: 3.630 0.990
High (YTD): 13/09/2024 3.630
Low (YTD): 05/08/2024 0.990
52W High: 13/09/2024 3.630
52W Low: 30/10/2023 0.620
Avg. price 1W:   3.384
Avg. volume 1W:   0.000
Avg. price 1M:   3.001
Avg. volume 1M:   0.000
Avg. price 6M:   2.098
Avg. volume 6M:   0.000
Avg. price 1Y:   2.024
Avg. volume 1Y:   0.000
Volatility 1M:   119.33%
Volatility 6M:   200.86%
Volatility 1Y:   169.38%
Volatility 3Y:   -