BNP Paribas Call 220 SOON 20.12.2024
/ DE000PN7C8V5
BNP Paribas Call 220 SOON 20.12.2.../ DE000PN7C8V5 /
9/20/2024 4:21:11 PM |
Chg.-0.490 |
Bid5:19:51 PM |
Ask5:19:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
7.810EUR |
-5.90% |
- Bid Size: - |
- Ask Size: - |
SONOVA N |
220.00 CHF |
12/20/2024 |
Call |
Master data
WKN: |
PN7C8V |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SONOVA N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 CHF |
Maturity: |
12/20/2024 |
Issue date: |
8/16/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.59 |
Intrinsic value: |
7.38 |
Implied volatility: |
0.45 |
Historic volatility: |
0.25 |
Parity: |
7.38 |
Time value: |
0.48 |
Break-even: |
310.35 |
Moneyness: |
1.32 |
Premium: |
0.02 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.06 |
Spread %: |
0.77% |
Delta: |
0.92 |
Theta: |
-0.08 |
Omega: |
3.57 |
Rho: |
0.50 |
Quote data
Open: |
8.550 |
High: |
8.550 |
Low: |
7.810 |
Previous Close: |
8.300 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-15.48% |
1 Month |
|
|
-1.76% |
3 Months |
|
|
+29.52% |
YTD |
|
|
+14.35% |
1 Year |
|
|
+195.83% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
9.070 |
7.810 |
1M High / 1M Low: |
9.240 |
7.810 |
6M High / 6M Low: |
9.240 |
4.090 |
High (YTD): |
9/13/2024 |
9.240 |
Low (YTD): |
4/18/2024 |
4.090 |
52W High: |
9/13/2024 |
9.240 |
52W Low: |
10/30/2023 |
2.210 |
Avg. price 1W: |
|
8.462 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
8.491 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
6.423 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
5.857 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
71.01% |
Volatility 6M: |
|
103.69% |
Volatility 1Y: |
|
99.68% |
Volatility 3Y: |
|
- |