BNP Paribas Call 250 SOON 20.09.2024
/ DE000PN8TS62
BNP Paribas Call 250 SOON 20.09.2.../ DE000PN8TS62 /
| 5/24/2024 4:21:08 PM |
Chg.-0.160 |
Bid5:19:32 PM |
Ask5:19:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.770EUR |
-3.25% |
-
Bid Size: - |
-
Ask Size: - |
SONOVA N |
250.00 CHF |
9/20/2024 |
Call |
Master data
| WKN: |
PN8TS6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SONOVA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 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: |
6.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.90 |
| Intrinsic value: |
4.35 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.26 |
| Parity: |
4.35 |
| Time value: |
0.49 |
| Break-even: |
300.37 |
| Moneyness: |
1.17 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.06 |
| Spread %: |
1.26% |
| Delta: |
0.91 |
| Theta: |
-0.05 |
| Omega: |
5.55 |
| Rho: |
0.71 |
Quote data
| Open: |
4.810 |
| High: |
4.810 |
| Low: |
4.710 |
| Previous Close: |
4.930 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.84% |
| 1 Month |
|
|
+175.72% |
| 3 Months |
|
|
-6.29% |
| YTD |
|
|
+16.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.930 |
3.670 |
| 1M High / 1M Low: |
5.230 |
1.730 |
| 6M High / 6M Low: |
5.230 |
1.710 |
| High (YTD): |
5/16/2024 |
5.230 |
| Low (YTD): |
4/18/2024 |
1.710 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.457 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.260 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.497 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
230.14% |
| Volatility 6M: |
|
154.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
