BNP Paribas Call 240 SOON 20.09.2024
/ DE000PN8TS70
BNP Paribas Call 240 SOON 20.09.2.../ DE000PN8TS70 /
| 2024-05-10 10:12:55 AM |
Chg.-0.09 |
Bid8:00:04 PM |
Ask8:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.31EUR |
-2.65% |
-
Bid Size: - |
-
Ask Size: - |
SONOVA N |
240.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
PN8TS7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SONOVA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.81 |
| Intrinsic value: |
2.97 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.27 |
| Parity: |
2.97 |
| Time value: |
0.72 |
| Break-even: |
282.73 |
| Moneyness: |
1.12 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.06 |
| Spread %: |
1.65% |
| Delta: |
0.83 |
| Theta: |
-0.06 |
| Omega: |
6.21 |
| Rho: |
0.69 |
Quote data
| Open: |
3.31 |
| High: |
3.31 |
| Low: |
3.31 |
| Previous Close: |
3.40 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.47% |
| 1 Month |
|
|
+19.06% |
| 3 Months |
|
|
-38.48% |
| YTD |
|
|
-31.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.40 |
3.02 |
| 1M High / 1M Low: |
3.40 |
2.12 |
| 6M High / 6M Low: |
6.01 |
1.84 |
| High (YTD): |
2024-02-26 |
6.01 |
| Low (YTD): |
2024-04-19 |
2.12 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.72 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.00 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.24% |
| Volatility 6M: |
|
122.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
