BNP Paribas Put 250 SOON 20.12.2024
/ DE000PN7C8Z6
BNP Paribas Put 250 SOON 20.12.20.../ DE000PN7C8Z6 /
| 7/31/2024 3:26:41 PM |
Chg.+0.050 |
Bid5:08:30 PM |
Ask5:08:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.040EUR |
+5.05% |
1.060
Bid Size: 7,000 |
1.090
Ask Size: 7,000 |
SONOVA N |
250.00 CHF |
12/20/2024 |
Put |
Master data
| WKN: |
PN7C8Z |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SONOVA N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
8/16/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-23.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.25 |
| Parity: |
-1.45 |
| Time value: |
1.16 |
| Break-even: |
250.28 |
| Moneyness: |
0.95 |
| Premium: |
0.09 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.03 |
| Spread %: |
2.65% |
| Delta: |
-0.32 |
| Theta: |
-0.05 |
| Omega: |
-7.65 |
| Rho: |
-0.39 |
Quote data
| Open: |
1.040 |
| High: |
1.040 |
| Low: |
1.040 |
| Previous Close: |
0.990 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.96% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-49.02% |
| YTD |
|
|
-50.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.330 |
0.990 |
| 1M High / 1M Low: |
1.330 |
0.800 |
| 6M High / 6M Low: |
2.650 |
0.750 |
| High (YTD): |
4/19/2024 |
2.650 |
| Low (YTD): |
5/16/2024 |
0.750 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.146 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.035 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.468 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.27% |
| Volatility 6M: |
|
150.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
