BNP Paribas Call 250 SOON 20.12.2024
/ DE000PN7C8W3
BNP Paribas Call 250 SOON 20.12.2.../ DE000PN7C8W3 /
| 6/14/2024 4:21:08 PM |
Chg.-0.330 |
Bid5:17:39 PM |
Ask5:17:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.070EUR |
-7.50% |
-
Bid Size: - |
-
Ask Size: - |
SONOVA N |
250.00 CHF |
12/20/2024 |
Call |
Master data
| WKN: |
PN7C8W |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SONOVA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
8/16/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.09 |
| Intrinsic value: |
2.84 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.26 |
| Parity: |
2.84 |
| Time value: |
1.61 |
| Break-even: |
304.97 |
| Moneyness: |
1.11 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
0.68% |
| Delta: |
0.74 |
| Theta: |
-0.07 |
| Omega: |
4.83 |
| Rho: |
0.88 |
Quote data
| Open: |
4.380 |
| High: |
4.380 |
| Low: |
4.070 |
| Previous Close: |
4.400 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.91% |
| 1 Month |
|
|
-4.46% |
| 3 Months |
|
|
-22.03% |
| YTD |
|
|
-10.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.840 |
4.400 |
| 1M High / 1M Low: |
5.630 |
4.240 |
| 6M High / 6M Low: |
5.630 |
2.300 |
| High (YTD): |
5/16/2024 |
5.630 |
| Low (YTD): |
4/19/2024 |
2.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.686 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.822 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.148 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.47% |
| Volatility 6M: |
|
121.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
