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

Frankfurt Zert./BNP
9/20/2024  4:21:29 PM Chg.-0.510 Bid5:19:51 PM Ask5:19:51 PM Underlying Strike price Expiration date Option type
9.840EUR -4.93% -
Bid Size: -		 -
Ask Size: -		 SONOVA N 200.00 CHF 12/20/2024 Call
 

Master data

WKN: PN7C8U
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SONOVA N
Type: Warrant
Option type: Call
Strike price: 200.00 CHF
Maturity: 12/20/2024
Issue date: 8/16/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.09
Leverage: Yes

Calculated values

Fair value: 9.67
Intrinsic value: 9.49
Implied volatility: 0.53
Historic volatility: 0.25
Parity: 9.49
Time value: 0.39
Break-even: 309.48
Moneyness: 1.45
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.06
Spread %: 0.61%
Delta: 0.94
Theta: -0.07
Omega: 2.92
Rho: 0.47
 

Quote data

Open: 10.590
High: 10.590
Low: 9.840
Previous Close: 10.350
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -13.00%
1 Month  
+2.50%
3 Months  
+25.03%
YTD  
+14.55%
1 Year  
+146.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.130 9.840
1M High / 1M Low: 11.310 9.600
6M High / 6M Low: 11.310 5.610
High (YTD): 9/13/2024 11.310
Low (YTD): 4/18/2024 5.610
52W High: 9/13/2024 11.310
52W Low: 10/30/2023 3.220
Avg. price 1W:   10.512
Avg. volume 1W:   0.000
Avg. price 1M:   10.493
Avg. volume 1M:   0.000
Avg. price 6M:   8.258
Avg. volume 6M:   0.000
Avg. price 1Y:   7.532
Avg. volume 1Y:   0.000
Volatility 1M:   58.37%
Volatility 6M:   85.85%
Volatility 1Y:   83.17%
Volatility 3Y:   -