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

Frankfurt Zert./BNP
09/10/2024  16:21:07 Chg.-0.130 Bid17:19:53 Ask17:19:53 Underlying Strike price Expiration date Option type
4.590EUR -2.75% -
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: 7.13
Leverage: Yes

Calculated values

Fair value: 4.30
Intrinsic value: 3.89
Implied volatility: 0.37
Historic volatility: 0.25
Parity: 3.89
Time value: 0.83
Break-even: 344.60
Moneyness: 1.13
Premium: 0.02
Premium p.a.: 0.13
Spread abs.: 0.06
Spread %: 1.29%
Delta: 0.81
Theta: -0.13
Omega: 5.75
Rho: 0.44
 

Quote data

Open: 4.480
High: 4.590
Low: 4.330
Previous Close: 4.720
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+41.23%
1 Month  
+29.30%
3 Months  
+173.21%
YTD  
+62.19%
1 Year  
+503.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.720 3.250
1M High / 1M Low: 4.720 2.290
6M High / 6M Low: 4.720 0.990
High (YTD): 08/10/2024 4.720
Low (YTD): 05/08/2024 0.990
52W High: 08/10/2024 4.720
52W Low: 30/10/2023 0.620
Avg. price 1W:   4.192
Avg. volume 1W:   0.000
Avg. price 1M:   3.340
Avg. volume 1M:   0.000
Avg. price 6M:   2.304
Avg. volume 6M:   0.000
Avg. price 1Y:   2.193
Avg. volume 1Y:   0.000
Volatility 1M:   184.45%
Volatility 6M:   196.28%
Volatility 1Y:   172.06%
Volatility 3Y:   -