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BNP Paribas Call 200 SOON 20.12.2.../  DE000PN7C8U7  /

Frankfurt Zert./BNP
2024-09-23  9:21:22 AM Chg.-0.120 Bid10:03:42 AM Ask10:03:42 AM Underlying Strike price Expiration date Option type
9.720EUR -1.22% 9.870
Bid Size: 6,000		 9.930
Ask Size: 6,000		 SONOVA N 200.00 CHF 2024-12-20 Call
 

Master data

WKN: PN7C8U
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SONOVA N
Type: Warrant
Option type: Call
Strike price: 200.00 CHF
Maturity: 2024-12-20
Issue date: 2023-08-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.09
Leverage: Yes

Calculated values

Fair value: 9.65
Intrinsic value: 9.48
Implied volatility: 0.54
Historic volatility: 0.25
Parity: 9.48
Time value: 0.40
Break-even: 309.48
Moneyness: 1.45
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.06
Spread %: 0.61%
Delta: 0.94
Theta: -0.07
Omega: 2.91
Rho: 0.46
 

Quote data

Open: 9.720
High: 9.720
Low: 9.720
Previous Close: 9.840
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -12.67%
1 Month
  -6.81%
3 Months  
+23.51%
YTD  
+13.15%
1 Year  
+160.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.130 9.840
1M High / 1M Low: 11.310 9.840
6M High / 6M Low: 11.310 5.610
High (YTD): 2024-09-13 11.310
Low (YTD): 2024-04-18 5.610
52W High: 2024-09-13 11.310
52W Low: 2023-10-30 3.220
Avg. price 1W:   10.512
Avg. volume 1W:   0.000
Avg. price 1M:   10.561
Avg. volume 1M:   0.000
Avg. price 6M:   8.269
Avg. volume 6M:   0.000
Avg. price 1Y:   7.561
Avg. volume 1Y:   0.000
Volatility 1M:   57.30%
Volatility 6M:   83.47%
Volatility 1Y:   82.96%
Volatility 3Y:   -