BNP Paribas Call 300 SOON 20.12.2024
/ DE000PC1L7W3
BNP Paribas Call 300 SOON 20.12.2.../ DE000PC1L7W3 /
| 08/07/2024 11:21:13 |
Chg.+0.020 |
Bid11:42:31 |
Ask11:42:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.070EUR |
+1.90% |
1.070
Bid Size: 6,000 |
1.100
Ask Size: 6,000 |
SONOVA N |
300.00 CHF |
20/12/2024 |
Call |
Master data
| WKN: |
PC1L7W |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SONOVA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
11/12/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.25 |
| Parity: |
-2.72 |
| Time value: |
1.10 |
| Break-even: |
319.97 |
| Moneyness: |
0.91 |
| Premium: |
0.14 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.03 |
| Spread %: |
2.80% |
| Delta: |
0.36 |
| Theta: |
-0.06 |
| Omega: |
9.29 |
| Rho: |
0.41 |
Quote data
| Open: |
1.050 |
| High: |
1.070 |
| Low: |
1.050 |
| Previous Close: |
1.050 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.41% |
| 1 Month |
|
|
-39.55% |
| 3 Months |
|
|
+28.92% |
| YTD |
|
|
-46.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.290 |
1.050 |
| 1M High / 1M Low: |
1.730 |
1.010 |
| 6M High / 6M Low: |
2.360 |
0.690 |
| High (YTD): |
23/02/2024 |
2.360 |
| Low (YTD): |
25/04/2024 |
0.690 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.218 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.263 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.529 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.35% |
| Volatility 6M: |
|
174.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
