BNP Paribas Call 260 SOON 20.09.2024
/ DE000PN8TS54
BNP Paribas Call 260 SOON 20.09.2.../ DE000PN8TS54 /
| 23/05/2024 10:21:00 |
Chg.-0.040 |
Bid10:31:46 |
Ask10:31:46 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.600EUR |
-1.10% |
3.630
Bid Size: 8,000 |
3.660
Ask Size: 8,000 |
SONOVA N |
260.00 CHF |
20/09/2024 |
Call |
Master data
| WKN: |
PN8TS5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SONOVA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 CHF |
| Maturity: |
20/09/2024 |
| Issue date: |
26/09/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.81 |
| Intrinsic value: |
3.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.26 |
| Parity: |
3.00 |
| Time value: |
0.72 |
| Break-even: |
299.55 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
0.81% |
| Delta: |
0.83 |
| Theta: |
-0.06 |
| Omega: |
6.52 |
| Rho: |
0.67 |
Quote data
| Open: |
3.690 |
| High: |
3.690 |
| Low: |
3.600 |
| Previous Close: |
3.640 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.05% |
| 1 Month |
|
|
+150.00% |
| 3 Months |
|
|
-16.08% |
| YTD |
|
|
+4.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.340 |
2.920 |
| 1M High / 1M Low: |
4.340 |
1.270 |
| 6M High / 6M Low: |
4.340 |
1.260 |
| High (YTD): |
16/05/2024 |
4.340 |
| Low (YTD): |
18/04/2024 |
1.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.658 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.313 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.809 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
272.45% |
| Volatility 6M: |
|
172.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
