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BNP Paribas Put 250 SOON 20.12.20.../  DE000PN7C8Z6  /

EUWAX
2024-09-20  9:57:30 AM Chg.-0.040 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.380EUR -9.52% -
Bid Size: -		 -
Ask Size: -		 SONOVA N 250.00 CHF 2024-12-20 Put
 

Master data

WKN: PN7C8Z
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SONOVA N
Type: Warrant
Option type: Put
Strike price: 250.00 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: -63.67
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.25
Parity: -4.22
Time value: 0.48
Break-even: 258.55
Moneyness: 0.86
Premium: 0.15
Premium p.a.: 0.79
Spread abs.: 0.03
Spread %: 6.67%
Delta: -0.16
Theta: -0.07
Omega: -10.16
Rho: -0.13
 

Quote data

Open: 0.380
High: 0.380
Low: 0.380
Previous Close: 0.420
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.15%
1 Month
  -34.48%
3 Months
  -69.84%
YTD
  -81.73%
1 Year
  -91.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.340
1M High / 1M Low: 0.580 0.330
6M High / 6M Low: 2.650 0.330
High (YTD): 2024-04-19 2.650
Low (YTD): 2024-09-13 0.330
52W High: 2023-10-26 5.510
52W Low: 2024-09-13 0.330
Avg. price 1W:   0.382
Avg. volume 1W:   0.000
Avg. price 1M:   0.448
Avg. volume 1M:   0.000
Avg. price 6M:   1.194
Avg. volume 6M:   0.000
Avg. price 1Y:   2.032
Avg. volume 1Y:   0.000
Volatility 1M:   185.46%
Volatility 6M:   174.98%
Volatility 1Y:   141.61%
Volatility 3Y:   -