BNP Paribas Call 320 SOON 20.12.2024
/ DE000PC21XU5
BNP Paribas Call 320 SOON 20.12.2.../ DE000PC21XU5 /
| 30/08/2024 12:21:11 |
Chg.-0.020 |
Bid13:00:02 |
Ask13:00:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
-2.20% |
0.920
Bid Size: 7,000 |
0.950
Ask Size: 7,000 |
SONOVA N |
320.00 CHF |
20/12/2024 |
Call |
Master data
| WKN: |
PC21XU |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SONOVA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
05/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
32.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.26 |
| Parity: |
-2.84 |
| Time value: |
0.96 |
| Break-even: |
350.50 |
| Moneyness: |
0.92 |
| Premium: |
0.12 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.03 |
| Spread %: |
3.23% |
| Delta: |
0.33 |
| Theta: |
-0.09 |
| Omega: |
10.87 |
| Rho: |
0.29 |
Quote data
| Open: |
0.890 |
| High: |
0.930 |
| Low: |
0.890 |
| Previous Close: |
0.910 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.00% |
| 1 Month |
|
|
+196.67% |
| 3 Months |
|
|
-12.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.000 |
0.830 |
| 1M High / 1M Low: |
1.000 |
0.230 |
| 6M High / 6M Low: |
1.460 |
0.230 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.900 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.710 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.724 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
453.23% |
| Volatility 6M: |
|
264.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
