BNP Paribas Call 220 SOON 20.12.2024
/ DE000PN7C8V5
BNP Paribas Call 220 SOON 20.12.2.../ DE000PN7C8V5 /
| 2024-06-21 3:21:10 PM |
Chg.-0.260 |
Bid4:09:32 PM |
Ask4:09:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.940EUR |
-4.19% |
5.990
Bid Size: 8,000 |
6.050
Ask Size: 8,000 |
SONOVA N |
220.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
PN7C8V |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SONOVA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 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: |
4.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.08 |
| Intrinsic value: |
5.45 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.26 |
| Parity: |
5.45 |
| Time value: |
0.93 |
| Break-even: |
294.40 |
| Moneyness: |
1.24 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.06 |
| Spread %: |
0.95% |
| Delta: |
0.86 |
| Theta: |
-0.06 |
| Omega: |
3.86 |
| Rho: |
0.91 |
Quote data
| Open: |
6.070 |
| High: |
6.070 |
| Low: |
5.940 |
| Previous Close: |
6.200 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.62% |
| 1 Month |
|
|
-10.27% |
| 3 Months |
|
|
-5.26% |
| YTD |
|
|
-13.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.500 |
5.990 |
| 1M High / 1M Low: |
7.960 |
5.990 |
| 6M High / 6M Low: |
8.270 |
4.090 |
| High (YTD): |
2024-05-16 |
8.270 |
| Low (YTD): |
2024-04-18 |
4.090 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.192 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.020 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.394 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.84% |
| Volatility 6M: |
|
94.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
