BNP Paribas Call 220 SOON 20.09.2024
/ DE000PN8TS88
BNP Paribas Call 220 SOON 20.09.2.../ DE000PN8TS88 /
| 6/21/2024 9:58:47 AM |
Chg.-0.14 |
Bid8:00:03 PM |
Ask8:00:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.74EUR |
-2.38% |
-
Bid Size: - |
-
Ask Size: - |
SONOVA N |
220.00 CHF |
9/20/2024 |
Call |
Master data
| WKN: |
PN8TS8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SONOVA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 CHF |
| Maturity: |
9/20/2024 |
| Issue date: |
9/26/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.71 |
| Intrinsic value: |
5.45 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.26 |
| Parity: |
5.45 |
| Time value: |
0.52 |
| Break-even: |
290.30 |
| Moneyness: |
1.24 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.06 |
| Spread %: |
1.02% |
| Delta: |
0.89 |
| Theta: |
-0.08 |
| Omega: |
4.26 |
| Rho: |
0.49 |
Quote data
| Open: |
5.74 |
| High: |
5.74 |
| Low: |
5.74 |
| Previous Close: |
5.88 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.96% |
| 1 Month |
|
|
-9.61% |
| 3 Months |
|
|
+0.35% |
| YTD |
|
|
-11.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.52 |
5.59 |
| 1M High / 1M Low: |
7.57 |
5.59 |
| 6M High / 6M Low: |
7.94 |
3.47 |
| High (YTD): |
5/16/2024 |
7.94 |
| Low (YTD): |
4/19/2024 |
3.47 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.97 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.74 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.10 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.92% |
| Volatility 6M: |
|
94.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
