BNP Paribas Call 250 SOON 20.09.2024
/ DE000PN8TS62
BNP Paribas Call 250 SOON 20.09.2.../ DE000PN8TS62 /
| 2024-05-23 10:26:21 AM |
Chg.+0.30 |
Bid3:12:07 PM |
Ask3:12:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.43EUR |
+7.26% |
4.75
Bid Size: 7,000 |
4.81
Ask Size: 7,000 |
SONOVA N |
250.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
PN8TS6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SONOVA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 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: |
6.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.62 |
| Intrinsic value: |
4.01 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.26 |
| Parity: |
4.01 |
| Time value: |
0.56 |
| Break-even: |
297.96 |
| Moneyness: |
1.16 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.06 |
| Spread %: |
1.33% |
| Delta: |
0.89 |
| Theta: |
-0.06 |
| Omega: |
5.67 |
| Rho: |
0.70 |
Quote data
| Open: |
4.48 |
| High: |
4.48 |
| Low: |
4.43 |
| Previous Close: |
4.13 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.93% |
| 1 Month |
|
|
+124.87% |
| 3 Months |
|
|
-11.40% |
| YTD |
|
|
+8.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.03 |
3.70 |
| 1M High / 1M Low: |
5.03 |
1.83 |
| 6M High / 6M Low: |
5.13 |
1.60 |
| High (YTD): |
2024-02-26 |
5.13 |
| Low (YTD): |
2024-04-19 |
1.60 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.44 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
192.09% |
| Volatility 6M: |
|
132.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
