BNP Paribas Call 300 SOON 20.12.2024
/ DE000PC1L7W3
BNP Paribas Call 300 SOON 20.12.2.../ DE000PC1L7W3 /
| 17/06/2024 09:21:34 |
Chg.-0.08 |
Bid10:20:41 |
Ask10:20:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.41EUR |
-5.37% |
1.37
Bid Size: 6,000 |
1.40
Ask Size: 6,000 |
SONOVA N |
300.00 CHF |
20/12/2024 |
Call |
Master data
| WKN: |
PC1L7W |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SONOVA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
11/12/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.33 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.26 |
| Parity: |
-2.55 |
| Time value: |
1.44 |
| Break-even: |
329.22 |
| Moneyness: |
0.92 |
| Premium: |
0.14 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.03 |
| Spread %: |
2.13% |
| Delta: |
0.40 |
| Theta: |
-0.07 |
| Omega: |
8.08 |
| Rho: |
0.52 |
Quote data
| Open: |
1.41 |
| High: |
1.41 |
| Low: |
1.41 |
| Previous Close: |
1.49 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.57% |
| 1 Month |
|
|
-35.02% |
| 3 Months |
|
|
-12.96% |
| YTD |
|
|
-29.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.80 |
1.47 |
| 1M High / 1M Low: |
2.17 |
1.47 |
| 6M High / 6M Low: |
2.39 |
0.62 |
| High (YTD): |
26/02/2024 |
2.39 |
| Low (YTD): |
19/04/2024 |
0.62 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.62 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.61 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
194.70% |
| Volatility 6M: |
|
153.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
