BNP Paribas Call 200 SONVF 20.09.2024
/ DE000PN8TS96
BNP Paribas Call 200 SONVF 20.09..../ DE000PN8TS96 /
| 2024-05-24 10:07:48 AM |
Chg.- |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.56EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Sonova Holding AG |
200.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
PN8TS9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Sonova Holding AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-05-27 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.29 |
| Intrinsic value: |
8.11 |
| Implied volatility: |
0.92 |
| Historic volatility: |
0.26 |
| Parity: |
8.11 |
| Time value: |
1.54 |
| Break-even: |
296.50 |
| Moneyness: |
1.41 |
| Premium: |
0.05 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.06 |
| Spread %: |
0.63% |
| Delta: |
0.84 |
| Theta: |
-0.19 |
| Omega: |
2.45 |
| Rho: |
0.34 |
Quote data
| Open: |
9.56 |
| High: |
9.56 |
| Low: |
9.56 |
| Previous Close: |
9.21 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+3.80% |
| 3 Months |
|
|
+28.67% |
| YTD |
|
|
+14.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
9.56 |
9.21 |
| 6M High / 6M Low: |
9.95 |
5.13 |
| High (YTD): |
2024-05-16 |
9.95 |
| Low (YTD): |
2024-04-19 |
5.13 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
9.39 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.85 |
| Avg. volume 6M: |
|
33.66 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
81.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
