BNP Paribas Call 240 SOON 20.09.2024
/ DE000PN8TS70
BNP Paribas Call 240 SOON 20.09.2.../ DE000PN8TS70 /
| 5/22/2024 10:15:51 AM |
Chg.- |
Bid9:56:39 AM |
Ask9:56:39 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.00EUR |
- |
5.37
Bid Size: 7,000 |
5.43
Ask Size: 7,000 |
SONOVA N |
240.00 CHF |
9/20/2024 |
Call |
Master data
| WKN: |
PN8TS7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SONOVA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 CHF |
| Maturity: |
9/20/2024 |
| Issue date: |
9/26/2023 |
| Last trading day: |
9/19/2024 |
| 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: |
5.02 |
| High: |
5.02 |
| Low: |
5.00 |
| Previous Close: |
4.52 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.25% |
| 1 Month |
|
|
+94.55% |
| 3 Months |
|
|
-14.82% |
| YTD |
|
|
+3.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.97 |
4.52 |
| 1M High / 1M Low: |
5.97 |
2.41 |
| 6M High / 6M Low: |
6.01 |
2.12 |
| High (YTD): |
2/26/2024 |
6.01 |
| Low (YTD): |
4/19/2024 |
2.12 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.18 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
169.97% |
| Volatility 6M: |
|
119.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
