BNP Paribas Call 220 SOON 20.12.2024
/ DE000PN7C8V5
BNP Paribas Call 220 SOON 20.12.2.../ DE000PN7C8V5 /
| 03/06/2024 10:08:24 |
Chg.+0.12 |
Bid13:36:59 |
Ask13:36:59 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.94EUR |
+1.76% |
6.90
Bid Size: 7,000 |
6.96
Ask Size: 7,000 |
SONOVA N |
220.00 CHF |
20/12/2024 |
Call |
Master data
| WKN: |
PN7C8V |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SONOVA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
16/08/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.15 |
| Intrinsic value: |
6.54 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.26 |
| Parity: |
6.54 |
| Time value: |
0.52 |
| Break-even: |
295.34 |
| Moneyness: |
1.29 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.06 |
| Spread %: |
0.86% |
| Delta: |
0.97 |
| Theta: |
-0.03 |
| Omega: |
3.97 |
| Rho: |
1.15 |
Quote data
| Open: |
6.94 |
| High: |
6.94 |
| Low: |
6.94 |
| Previous Close: |
6.82 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.22% |
| 1 Month |
|
|
+37.15% |
| 3 Months |
|
|
+9.46% |
| YTD |
|
|
+1.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.48 |
6.82 |
| 1M High / 1M Low: |
8.05 |
5.00 |
| 6M High / 6M Low: |
8.07 |
3.95 |
| High (YTD): |
26/02/2024 |
8.07 |
| Low (YTD): |
19/04/2024 |
3.95 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.67 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.27 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.90% |
| Volatility 6M: |
|
83.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
