BNP Paribas Call 200 SONVF 20.09.2024
/ DE000PN8TS96
BNP Paribas Call 200 SONVF 20.09..../ DE000PN8TS96 /
24/05/2024 16:21:20 |
Chg.-0.190 |
Bid17:19:35 |
Ask17:19:35 |
Underlying |
Strike price |
Expiration date |
Option type |
9.580EUR |
-1.94% |
- Bid Size: - |
- Ask Size: - |
Sonova Holding AG |
200.00 - |
20/09/2024 |
Call |
Master data
WKN: |
PN8TS9 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Sonova Holding AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
200.00 - |
Maturity: |
20/09/2024 |
Issue date: |
26/09/2023 |
Last trading day: |
27/05/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
8.69 |
Intrinsic value: |
8.51 |
Implied volatility: |
0.81 |
Historic volatility: |
0.26 |
Parity: |
8.51 |
Time value: |
1.14 |
Break-even: |
296.50 |
Moneyness: |
1.43 |
Premium: |
0.04 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.06 |
Spread %: |
0.63% |
Delta: |
0.86 |
Theta: |
-0.15 |
Omega: |
2.55 |
Rho: |
0.37 |
Quote data
Open: |
9.630 |
High: |
9.630 |
Low: |
9.530 |
Previous Close: |
9.770 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+3.79% |
3 Months |
|
|
+37.84% |
YTD |
|
|
+14.05% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
9.770 |
9.230 |
6M High / 6M Low: |
10.150 |
5.320 |
High (YTD): |
16/05/2024 |
10.150 |
Low (YTD): |
18/04/2024 |
5.320 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
9.527 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
7.871 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
87.15% |
Volatility 6M: |
|
90.18% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |