BNP Paribas Call 220 SOON 20.09.2024
/ DE000PN8TS88
BNP Paribas Call 220 SOON 20.09.2.../ DE000PN8TS88 /
| 5/24/2024 10:07:48 AM |
Chg.+0.34 |
Bid11:14:46 AM |
Ask11:14:46 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.57EUR |
+4.70% |
7.55
Bid Size: 6,000 |
7.61
Ask Size: 6,000 |
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: |
3.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.86 |
| Intrinsic value: |
7.56 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.26 |
| Parity: |
7.56 |
| Time value: |
0.39 |
| Break-even: |
301.97 |
| Moneyness: |
1.34 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.06 |
| Spread %: |
0.76% |
| Delta: |
0.95 |
| Theta: |
-0.04 |
| Omega: |
3.58 |
| Rho: |
0.67 |
Quote data
| Open: |
7.57 |
| High: |
7.57 |
| Low: |
7.57 |
| Previous Close: |
7.23 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.20% |
| 1 Month |
|
|
+88.31% |
| 3 Months |
|
|
-2.07% |
| YTD |
|
|
+16.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.74 |
6.35 |
| 1M High / 1M Low: |
7.94 |
3.85 |
| 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: |
|
7.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.85 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.28% |
| Volatility 6M: |
|
95.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
