BNP Paribas Call 220 SOON 20.12.2024
/ DE000PN7C8V5
BNP Paribas Call 220 SOON 20.12.2.../ DE000PN7C8V5 /
2024-05-24 4:21:11 PM |
Chg.-0.160 |
Bid5:06:19 PM |
Ask5:06:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
7.800EUR |
-2.01% |
7.820 Bid Size: 7,000 |
7.880 Ask Size: 7,000 |
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: |
3.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
8.16 |
Intrinsic value: |
7.56 |
Implied volatility: |
0.24 |
Historic volatility: |
0.26 |
Parity: |
7.56 |
Time value: |
0.56 |
Break-even: |
303.67 |
Moneyness: |
1.34 |
Premium: |
0.02 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.06 |
Spread %: |
0.74% |
Delta: |
0.97 |
Theta: |
-0.03 |
Omega: |
3.55 |
Rho: |
1.19 |
Quote data
Open: |
7.830 |
High: |
7.830 |
Low: |
7.730 |
Previous Close: |
7.960 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+3.31% |
1 Month |
|
|
+70.31% |
3 Months |
|
|
-2.74% |
YTD |
|
|
+14.20% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.960 |
6.620 |
1M High / 1M Low: |
8.270 |
4.160 |
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: |
|
7.395 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.891 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
6.160 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
143.32% |
Volatility 6M: |
|
98.67% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |