BNP Paribas Call 90 SNW 20.09.2024
/ DE000PN8XTK9
BNP Paribas Call 90 SNW 20.09.202.../ DE000PN8XTK9 /
| 16/08/2024 10:14:33 |
Chg.+0.100 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
+11.90% |
-
Bid Size: - |
-
Ask Size: - |
SANOFI SA INHABER ... |
90.00 EUR |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
27/09/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.86 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.25 |
| Parity: |
0.86 |
| Time value: |
0.08 |
| Break-even: |
99.40 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.07 |
| Spread %: |
8.05% |
| Delta: |
0.88 |
| Theta: |
-0.03 |
| Omega: |
9.19 |
| Rho: |
0.07 |
Quote data
| Open: |
0.940 |
| High: |
0.940 |
| Low: |
0.940 |
| Previous Close: |
0.840 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.56% |
| 1 Month |
|
|
+88.00% |
| 3 Months |
|
|
+100.00% |
| YTD |
|
|
+56.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.740 |
| 1M High / 1M Low: |
0.940 |
0.500 |
| 6M High / 6M Low: |
0.940 |
0.240 |
| High (YTD): |
12/01/2024 |
0.990 |
| Low (YTD): |
19/04/2024 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.828 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.707 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.480 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
270.97% |
| Volatility 6M: |
|
226.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
