BNP Paribas Call 260 SOON 20.09.2024
/ DE000PN8TS54
BNP Paribas Call 260 SOON 20.09.2.../ DE000PN8TS54 /
| 2024-05-24 10:07:48 AM |
Chg.+0.27 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.89EUR |
+7.46% |
-
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: |
7.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.07 |
| Intrinsic value: |
3.34 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.26 |
| Parity: |
3.34 |
| Time value: |
0.64 |
| Break-even: |
301.85 |
| Moneyness: |
1.13 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.06 |
| Spread %: |
1.53% |
| Delta: |
0.85 |
| Theta: |
-0.06 |
| Omega: |
6.34 |
| Rho: |
0.69 |
Quote data
| Open: |
3.89 |
| High: |
3.89 |
| Low: |
3.89 |
| Previous Close: |
3.62 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.47% |
| 1 Month |
|
|
+181.88% |
| 3 Months |
|
|
-10.16% |
| YTD |
|
|
+13.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.89 |
2.95 |
| 1M High / 1M Low: |
4.13 |
1.38 |
| 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: |
|
3.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.83 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
217.33% |
| Volatility 6M: |
|
148.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
