BNP Paribas Put 250 SOON 20.12.2024
/ DE000PN7C8Z6
BNP Paribas Put 250 SOON 20.12.20.../ DE000PN7C8Z6 /
| 6/17/2024 10:13:54 AM |
Chg.+0.09 |
Bid11:32:17 AM |
Ask11:32:17 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.21EUR |
+8.04% |
1.22
Bid Size: 7,000 |
1.25
Ask Size: 7,000 |
SONOVA N |
250.00 CHF |
12/20/2024 |
Put |
Master data
| WKN: |
PN7C8Z |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SONOVA N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
8/16/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-23.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.26 |
| Parity: |
-2.69 |
| Time value: |
1.24 |
| Break-even: |
249.95 |
| Moneyness: |
0.91 |
| Premium: |
0.14 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.03 |
| Spread %: |
2.48% |
| Delta: |
-0.27 |
| Theta: |
-0.05 |
| Omega: |
-6.26 |
| Rho: |
-0.46 |
Quote data
| Open: |
1.21 |
| High: |
1.21 |
| Low: |
1.21 |
| Previous Close: |
1.12 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.63% |
| 1 Month |
|
|
+40.70% |
| 3 Months |
|
|
-30.86% |
| YTD |
|
|
-41.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.13 |
0.94 |
| 1M High / 1M Low: |
1.20 |
0.86 |
| 6M High / 6M Low: |
2.65 |
0.75 |
| High (YTD): |
4/19/2024 |
2.65 |
| Low (YTD): |
5/16/2024 |
0.75 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.02 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.67 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.12% |
| Volatility 6M: |
|
135.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
