BNP Paribas Call 240 SOON 20.09.2024
/ DE000PN8TS70
BNP Paribas Call 240 SOON 20.09.2.../ DE000PN8TS70 /
| 23/05/2024 10:21:05 |
Chg.-0.050 |
Bid10:23:43 |
Ask10:23:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.300EUR |
-0.93% |
5.320
Bid Size: 7,000 |
5.380
Ask Size: 7,000 |
SONOVA N |
240.00 CHF |
20/09/2024 |
Call |
Master data
| WKN: |
PN8TS7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SONOVA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 CHF |
| Maturity: |
20/09/2024 |
| Issue date: |
26/09/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.48 |
| Intrinsic value: |
5.02 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.26 |
| Parity: |
5.02 |
| Time value: |
0.45 |
| Break-even: |
296.87 |
| Moneyness: |
1.21 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.06 |
| Spread %: |
1.11% |
| Delta: |
0.93 |
| Theta: |
-0.05 |
| Omega: |
4.95 |
| Rho: |
0.71 |
Quote data
| Open: |
5.430 |
| High: |
5.430 |
| Low: |
5.300 |
| Previous Close: |
5.350 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.24% |
| 1 Month |
|
|
+110.32% |
| 3 Months |
|
|
-11.22% |
| YTD |
|
|
+9.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.180 |
4.520 |
| 1M High / 1M Low: |
6.180 |
2.290 |
| 6M High / 6M Low: |
6.180 |
2.250 |
| High (YTD): |
16/05/2024 |
6.180 |
| Low (YTD): |
18/04/2024 |
2.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.375 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.698 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.183 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
210.89% |
| Volatility 6M: |
|
138.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
