BNP Paribas Call 260 SOON 20.09.2024
/ DE000PN8TS54
BNP Paribas Call 260 SOON 20.09.2.../ DE000PN8TS54 /
| 2024-06-21 9:58:47 AM |
Chg.-0.12 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.29EUR |
-4.98% |
-
Bid Size: - |
-
Ask Size: - |
SONOVA N |
260.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
PN8TS5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SONOVA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 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: |
11.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.29 |
| Intrinsic value: |
1.26 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.26 |
| Parity: |
1.26 |
| Time value: |
1.20 |
| Break-even: |
297.13 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.03 |
| Spread %: |
1.23% |
| Delta: |
0.67 |
| Theta: |
-0.10 |
| Omega: |
7.79 |
| Rho: |
0.42 |
Quote data
| Open: |
2.29 |
| High: |
2.29 |
| Low: |
2.29 |
| Previous Close: |
2.41 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.90% |
| 1 Month |
|
|
-31.44% |
| 3 Months |
|
|
-7.29% |
| YTD |
|
|
-33.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.72 |
2.24 |
| 1M High / 1M Low: |
3.89 |
2.24 |
| 6M High / 6M Low: |
4.33 |
1.17 |
| High (YTD): |
2024-02-26 |
4.33 |
| Low (YTD): |
2024-04-19 |
1.17 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.91 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.26% |
| Volatility 6M: |
|
149.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
