BNP Paribas Call 180 SONVF 20.12.2024
/ DE000PN8TTB6
BNP Paribas Call 180 SONVF 20.12..../ DE000PN8TTB6 /
| 2024-05-24 4:21:20 PM |
Chg.-0.180 |
Bid5:19:35 PM |
Ask5:19:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.610EUR |
-1.53% |
-
Bid Size: - |
-
Ask Size: - |
Sonova Holding AG |
180.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
PN8TTB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Sonova Holding AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-05-27 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.43 |
| Intrinsic value: |
10.11 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.26 |
| Parity: |
10.11 |
| Time value: |
1.56 |
| Break-even: |
296.70 |
| Moneyness: |
1.56 |
| Premium: |
0.06 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.06 |
| Spread %: |
0.52% |
| Delta: |
0.87 |
| Theta: |
-0.10 |
| Omega: |
2.10 |
| Rho: |
0.64 |
Quote data
| Open: |
11.660 |
| High: |
11.660 |
| Low: |
11.550 |
| Previous Close: |
11.790 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+3.11% |
| 3 Months |
|
|
+29.29% |
| YTD |
|
|
+10.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
11.790 |
11.260 |
| 6M High / 6M Low: |
12.180 |
7.360 |
| High (YTD): |
2024-05-16 |
12.180 |
| Low (YTD): |
2024-04-18 |
7.360 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
11.553 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
9.931 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.69% |
| Volatility 6M: |
|
71.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
