BNP Paribas Call 200 SOON 20.12.2024
/ DE000PN7C8U7
BNP Paribas Call 200 SOON 20.12.2.../ DE000PN7C8U7 /
| 2024-06-21 9:58:51 AM |
Chg.-0.13 |
Bid10:03:30 AM |
Ask10:03:30 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.00EUR |
-1.60% |
8.00
Bid Size: 7,000 |
8.06
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: |
3.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.98 |
| Intrinsic value: |
7.55 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.26 |
| Parity: |
7.55 |
| Time value: |
0.68 |
| Break-even: |
291.94 |
| Moneyness: |
1.36 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.06 |
| Spread %: |
0.73% |
| Delta: |
0.92 |
| Theta: |
-0.05 |
| Omega: |
3.18 |
| Rho: |
0.89 |
Quote data
| Open: |
8.00 |
| High: |
8.00 |
| Low: |
8.00 |
| Previous Close: |
8.13 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.68% |
| 1 Month |
|
|
-4.99% |
| 3 Months |
|
|
+3.49% |
| YTD |
|
|
-6.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.76 |
7.85 |
| 1M High / 1M Low: |
9.63 |
7.85 |
| 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: |
|
8.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.16 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
57.93% |
| Volatility 6M: |
|
70.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
