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BNP Paribas Call 220 SOON 20.12.2.../  DE000PN7C8V5  /

Frankfurt Zert./BNP
2024-09-23  4:21:09 PM Chg.-0.310 Bid5:19:32 PM Ask5:19:32 PM Underlying Strike price Expiration date Option type
7.500EUR -3.97% -
Bid Size: -		 -
Ask Size: -		 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: 3.89
Leverage: Yes

Calculated values

Fair value: 7.58
Intrinsic value: 7.37
Implied volatility: 0.46
Historic volatility: 0.25
Parity: 7.37
Time value: 0.49
Break-even: 310.35
Moneyness: 1.32
Premium: 0.02
Premium p.a.: 0.07
Spread abs.: 0.06
Spread %: 0.77%
Delta: 0.91
Theta: -0.08
Omega: 3.56
Rho: 0.48
 

Quote data

Open: 7.690
High: 7.750
Low: 7.480
Previous Close: 7.810
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -17.31%
1 Month
  -10.82%
3 Months  
+24.38%
YTD  
+9.81%
1 Year  
+184.09%
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): 2024-09-13 9.240
Low (YTD): 2024-04-18 4.090
52W High: 2024-09-13 9.240
52W Low: 2023-10-30 2.210
Avg. price 1W:   8.462
Avg. volume 1W:   0.000
Avg. price 1M:   8.517
Avg. volume 1M:   0.000
Avg. price 6M:   6.431
Avg. volume 6M:   0.000
Avg. price 1Y:   5.870
Avg. volume 1Y:   0.000
Volatility 1M:   69.62%
Volatility 6M:   102.48%
Volatility 1Y:   99.61%
Volatility 3Y:   -