BNP Paribas Call 200 SOON 20.09.2024
/ DE000PN8TS96
BNP Paribas Call 200 SOON 20.09.2.../ DE000PN8TS96 /
| 2024-05-24 10:07:48 AM |
Chg.+0.35 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.56EUR |
+3.80% |
-
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: |
3.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.64 |
| Intrinsic value: |
9.39 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.26 |
| Parity: |
9.39 |
| Time value: |
0.26 |
| Break-even: |
298.08 |
| Moneyness: |
1.47 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.06 |
| Spread %: |
0.63% |
| Delta: |
0.99 |
| Theta: |
-0.02 |
| Omega: |
3.04 |
| Rho: |
0.64 |
Quote data
| Open: |
9.56 |
| High: |
9.56 |
| Low: |
9.56 |
| Previous Close: |
9.21 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.85% |
| 1 Month |
|
|
+67.43% |
| 3 Months |
|
|
-3.04% |
| YTD |
|
|
+14.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.56 |
8.30 |
| 1M High / 1M Low: |
9.95 |
5.71 |
| 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: |
|
8.98 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.69 |
| Avg. volume 1M: |
|
94.44 |
| Avg. price 6M: |
|
7.73 |
| Avg. volume 6M: |
|
28.10 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.88% |
| Volatility 6M: |
|
78.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
