BNP Paribas Call 320 SOON 20.12.2024
/ DE000PC21XU5
BNP Paribas Call 320 SOON 20.12.2.../ DE000PC21XU5 /
| 8/16/2024 10:13:52 AM |
Chg.+0.110 |
Bid4:25:47 PM |
Ask4:25:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
+14.29% |
0.860
Bid Size: 7,000 |
0.890
Ask Size: 7,000 |
SONOVA N |
320.00 CHF |
12/20/2024 |
Call |
Master data
| WKN: |
PC21XU |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SONOVA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
1/5/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
34.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.26 |
| Parity: |
-3.31 |
| Time value: |
0.87 |
| Break-even: |
342.95 |
| Moneyness: |
0.90 |
| Premium: |
0.14 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.03 |
| Spread %: |
3.57% |
| Delta: |
0.31 |
| Theta: |
-0.07 |
| Omega: |
10.69 |
| Rho: |
0.29 |
Quote data
| Open: |
0.880 |
| High: |
0.880 |
| Low: |
0.880 |
| Previous Close: |
0.770 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.29% |
| 1 Month |
|
|
+109.52% |
| 3 Months |
|
|
-29.60% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.600 |
| 1M High / 1M Low: |
0.790 |
0.180 |
| 6M High / 6M Low: |
1.590 |
0.180 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.730 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.435 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.756 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
468.21% |
| Volatility 6M: |
|
257.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
