BNP Paribas Call 200 SOON 20.09.2024
/ DE000PN8TS96
BNP Paribas Call 200 SOON 20.09.2.../ DE000PN8TS96 /
| 2024-05-10 10:12:55 AM |
Chg.-0.10 |
Bid8:00:02 PM |
Ask8:00:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.91EUR |
-1.43% |
-
Bid Size: - |
-
Ask Size: - |
SONOVA N |
200.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
PN8TS9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SONOVA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.39 |
| Intrinsic value: |
7.06 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.27 |
| Parity: |
7.06 |
| Time value: |
0.32 |
| Break-even: |
278.66 |
| Moneyness: |
1.34 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.06 |
| Spread %: |
0.82% |
| Delta: |
0.98 |
| Theta: |
-0.03 |
| Omega: |
3.66 |
| Rho: |
0.71 |
Quote data
| Open: |
6.91 |
| High: |
6.91 |
| Low: |
6.91 |
| Previous Close: |
7.01 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.34% |
| 1 Month |
|
|
+14.03% |
| 3 Months |
|
|
-24.56% |
| YTD |
|
|
-17.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.01 |
6.52 |
| 1M High / 1M Low: |
7.01 |
5.13 |
| 6M High / 6M Low: |
9.86 |
4.15 |
| High (YTD): |
2024-02-26 |
9.86 |
| Low (YTD): |
2024-04-19 |
5.13 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.75 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.41 |
| Avg. volume 6M: |
|
13.93 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.63% |
| Volatility 6M: |
|
82.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
