BNP Paribas Call 200 SOON 20.12.2024
/ DE000PN7C8U7
BNP Paribas Call 200 SOON 20.12.2.../ DE000PN7C8U7 /
| 24/06/2024 10:21:19 |
Chg.-0.050 |
Bid11:03:40 |
Ask11:03:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.820EUR |
-0.64% |
7.770
Bid Size: 7,000 |
7.830
Ask Size: 7,000 |
SONOVA N |
200.00 CHF |
20/12/2024 |
Call |
Master data
| WKN: |
PN7C8U |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SONOVA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
16/08/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.63 |
| Intrinsic value: |
7.19 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.26 |
| Parity: |
7.19 |
| Time value: |
0.67 |
| Break-even: |
287.76 |
| Moneyness: |
1.34 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.06 |
| Spread %: |
0.77% |
| Delta: |
0.92 |
| Theta: |
-0.05 |
| Omega: |
3.28 |
| Rho: |
0.88 |
Quote data
| Open: |
7.770 |
| High: |
7.820 |
| Low: |
7.770 |
| Previous Close: |
7.870 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.13% |
| 1 Month |
|
|
-19.05% |
| 3 Months |
|
|
+9.68% |
| YTD |
|
|
-8.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.050 |
7.820 |
| 1M High / 1M Low: |
9.660 |
7.820 |
| 6M High / 6M Low: |
10.190 |
5.610 |
| High (YTD): |
16/05/2024 |
10.190 |
| Low (YTD): |
18/04/2024 |
5.610 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.934 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.770 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
8.142 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
39.26% |
| Volatility 6M: |
|
80.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
