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: |
|
- |