BNP Paribas Put 200 SOON 20.12.2024
/ DE000PN7C8Y9
BNP Paribas Put 200 SOON 20.12.20.../ DE000PN7C8Y9 /
| 26/07/2024 16:21:27 |
Chg.-0.030 |
Bid16:41:20 |
Ask16:41:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
-12.00% |
0.220
Bid Size: 18,000 |
0.250
Ask Size: 18,000 |
SONOVA N |
200.00 CHF |
20/12/2024 |
Put |
Master data
| WKN: |
PN7C8Y |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SONOVA N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
200.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
16/08/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-101.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.25 |
| Parity: |
-6.49 |
| Time value: |
0.27 |
| Break-even: |
206.47 |
| Moneyness: |
0.76 |
| Premium: |
0.25 |
| Premium p.a.: |
0.73 |
| Spread abs.: |
0.03 |
| Spread %: |
12.50% |
| Delta: |
-0.09 |
| Theta: |
-0.03 |
| Omega: |
-8.71 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.230 |
| High: |
0.230 |
| Low: |
0.210 |
| Previous Close: |
0.250 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.33% |
| 1 Month |
|
|
-15.38% |
| 3 Months |
|
|
-58.49% |
| YTD |
|
|
-68.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.220 |
| 1M High / 1M Low: |
0.260 |
0.160 |
| 6M High / 6M Low: |
0.720 |
0.160 |
| High (YTD): |
04/01/2024 |
0.760 |
| Low (YTD): |
15/07/2024 |
0.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.230 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.206 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.400 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.08% |
| Volatility 6M: |
|
176.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
