BNP Paribas Call 180 SONVF 20.12.2024
/ DE000PN8TTB6
BNP Paribas Call 180 SONVF 20.12..../ DE000PN8TTB6 /
| 24/05/2024 10:07:50 |
Chg.- |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.58EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Sonova Holding AG |
180.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
PN8TTB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Sonova Holding AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
26/09/2023 |
| Last trading day: |
27/05/2024 |
| 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: |
11.58 |
| High: |
11.58 |
| Low: |
11.58 |
| Previous Close: |
11.23 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+6.53% |
| 3 Months |
|
|
+22.41% |
| YTD |
|
|
+11.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
11.58 |
10.87 |
| 6M High / 6M Low: |
12.00 |
7.18 |
| High (YTD): |
16/05/2024 |
12.00 |
| Low (YTD): |
19/04/2024 |
7.18 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
11.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
9.91 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
2.18% |
| Volatility 6M: |
|
62.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
