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BNP Paribas Call 250 SOON 20.12.2.../  DE000PN7C8W3  /

Frankfurt Zert./BNP
2024-09-25  4:21:11 PM Chg.+0.690 Bid5:17:59 PM Ask5:17:59 PM Underlying Strike price Expiration date Option type
5.470EUR +14.44% -
Bid Size: -		 -
Ask Size: -		 SONOVA N 250.00 CHF 2024-12-20 Call
 

Master data

WKN: PN7C8W
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SONOVA N
Type: Warrant
Option type: Call
Strike price: 250.00 CHF
Maturity: 2024-12-20
Issue date: 2023-08-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.17
Leverage: Yes

Calculated values

Fair value: 4.63
Intrinsic value: 4.25
Implied volatility: 0.37
Historic volatility: 0.25
Parity: 4.25
Time value: 0.74
Break-even: 315.07
Moneyness: 1.16
Premium: 0.02
Premium p.a.: 0.11
Spread abs.: 0.06
Spread %: 1.22%
Delta: 0.83
Theta: -0.10
Omega: 5.14
Rho: 0.49
 

Quote data

Open: 4.920
High: 5.470
Low: 4.920
Previous Close: 4.780
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+4.39%
1 Month
  -1.26%
3 Months  
+53.65%
YTD  
+19.96%
1 Year  
+237.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.370 4.640
1M High / 1M Low: 6.260 4.640
6M High / 6M Low: 6.260 2.300
High (YTD): 2024-09-13 6.260
Low (YTD): 2024-04-19 2.300
52W High: 2024-09-13 6.260
52W Low: 2023-10-30 1.190
Avg. price 1W:   4.994
Avg. volume 1W:   0.000
Avg. price 1M:   5.524
Avg. volume 1M:   0.000
Avg. price 6M:   4.007
Avg. volume 6M:   0.000
Avg. price 1Y:   3.708
Avg. volume 1Y:   0.000
Volatility 1M:   96.05%
Volatility 6M:   140.57%
Volatility 1Y:   130.41%
Volatility 3Y:   -