BNP Paribas Call 200 SOON 20.12.2024
/ DE000PN7C8U7
BNP Paribas Call 200 SOON 20.12.2.../ DE000PN7C8U7 /
2024-06-17 10:13:54 AM |
Chg.-0.30 |
Bid11:36:23 AM |
Ask11:36:23 AM |
Underlying |
Strike price |
Expiration date |
Option type |
8.46EUR |
-3.42% |
8.38 Bid Size: 7,000 |
8.44 Ask Size: 7,000 |
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: |
3.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
8.38 |
Intrinsic value: |
7.94 |
Implied volatility: |
0.36 |
Historic volatility: |
0.26 |
Parity: |
7.94 |
Time value: |
0.65 |
Break-even: |
295.78 |
Moneyness: |
1.38 |
Premium: |
0.02 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.06 |
Spread %: |
0.70% |
Delta: |
0.93 |
Theta: |
-0.05 |
Omega: |
3.12 |
Rho: |
0.93 |
Quote data
Open: |
8.46 |
High: |
8.46 |
Low: |
8.46 |
Previous Close: |
8.76 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.14% |
1 Month |
|
|
-13.59% |
3 Months |
|
|
+2.42% |
YTD |
|
|
-1.17% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
9.40 |
8.51 |
1M High / 1M Low: |
9.79 |
8.42 |
6M High / 6M Low: |
9.98 |
5.44 |
High (YTD): |
2024-05-16 |
9.98 |
Low (YTD): |
2024-04-19 |
5.44 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
8.96 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
9.09 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
8.17 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
72.84% |
Volatility 6M: |
|
70.00% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |