BNP Paribas Call 90 SNW 20.09.2024
/ DE000PN8XTK9
BNP Paribas Call 90 SNW 20.09.202.../ DE000PN8XTK9 /
| 7/17/2024 10:38:35 AM |
Chg.- |
Bid8:07:16 AM |
Ask8:07:16 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
- |
0.500
Bid Size: 6,000 |
0.560
Ask Size: 5,800 |
SANOFI SA INHABER ... |
90.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
PN8XTK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SANOFI SA INHABER EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
9/27/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.25 |
| Parity: |
0.19 |
| Time value: |
0.39 |
| Break-even: |
95.80 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.06 |
| Spread %: |
11.54% |
| Delta: |
0.61 |
| Theta: |
-0.04 |
| Omega: |
9.70 |
| Rho: |
0.09 |
Quote data
| Open: |
0.500 |
| High: |
0.500 |
| Low: |
0.500 |
| Previous Close: |
0.560 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.51% |
| 1 Month |
|
|
+38.89% |
| 3 Months |
|
|
+92.31% |
| YTD |
|
|
-16.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.500 |
| 1M High / 1M Low: |
0.730 |
0.310 |
| 6M High / 6M Low: |
0.920 |
0.240 |
| High (YTD): |
1/12/2024 |
0.990 |
| Low (YTD): |
4/19/2024 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.640 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.503 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.455 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
191.58% |
| Volatility 6M: |
|
209.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
