BNP Paribas Call 280 SOON 20.12.2024
/ DE000PN7C8X1
BNP Paribas Call 280 SOON 20.12.2.../ DE000PN7C8X1 /
2024-09-24 10:16:21 AM |
Chg.- |
Bid9:41:48 AM |
Ask9:41:48 AM |
Underlying |
Strike price |
Expiration date |
Option type |
2.38EUR |
- |
2.48 Bid Size: 8,000 |
2.51 Ask Size: 8,000 |
SONOVA N |
280.00 CHF |
2024-12-20 |
Call |
Master data
WKN: |
PN7C8X |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SONOVA N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
280.00 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: |
13.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.97 |
Intrinsic value: |
0.67 |
Implied volatility: |
0.31 |
Historic volatility: |
0.25 |
Parity: |
0.67 |
Time value: |
1.65 |
Break-even: |
320.53 |
Moneyness: |
1.02 |
Premium: |
0.05 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.03 |
Spread %: |
1.31% |
Delta: |
0.61 |
Theta: |
-0.12 |
Omega: |
7.97 |
Rho: |
0.39 |
Quote data
Open: |
2.34 |
High: |
2.38 |
Low: |
2.34 |
Previous Close: |
2.46 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-19.05% |
1 Month |
|
|
-16.20% |
3 Months |
|
|
+36.00% |
YTD |
|
|
-15.90% |
1 Year |
|
|
+173.56% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.10 |
2.38 |
1M High / 1M Low: |
3.74 |
2.38 |
6M High / 6M Low: |
3.74 |
0.82 |
High (YTD): |
2024-09-13 |
3.74 |
Low (YTD): |
2024-08-05 |
0.82 |
52W High: |
2024-09-13 |
3.74 |
52W Low: |
2023-10-26 |
0.62 |
Avg. price 1W: |
|
2.74 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.02 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.11 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
2.06 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
155.93% |
Volatility 6M: |
|
194.46% |
Volatility 1Y: |
|
169.10% |
Volatility 3Y: |
|
- |