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

Frankfurt Zert./BNP
23/09/2024  13:21:25 Chg.+0.020 Bid23/09/2024 Ask23/09/2024 Underlying Strike price Expiration date Option type
0.470EUR +4.44% 0.470
Bid Size: 12,000		 0.500
Ask Size: 12,000		 SONOVA N 250.00 CHF 20/12/2024 Put
 

Master data

WKN: PN7C8Z
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SONOVA N
Type: Warrant
Option type: Put
Strike price: 250.00 CHF
Maturity: 20/12/2024
Issue date: 16/08/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -63.65
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.25
Parity: -4.21
Time value: 0.48
Break-even: 258.55
Moneyness: 0.86
Premium: 0.15
Premium p.a.: 0.81
Spread abs.: 0.03
Spread %: 6.67%
Delta: -0.16
Theta: -0.07
Omega: -10.17
Rho: -0.13
 

Quote data

Open: 0.460
High: 0.470
Low: 0.450
Previous Close: 0.450
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+38.24%
1 Month  
+2.17%
3 Months
  -63.85%
YTD
  -77.29%
1 Year
  -90.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.340
1M High / 1M Low: 0.530 0.340
6M High / 6M Low: 2.530 0.340
High (YTD): 18/04/2024 2.530
Low (YTD): 17/09/2024 0.340
52W High: 27/10/2023 5.420
52W Low: 17/09/2024 0.340
Avg. price 1W:   0.390
Avg. volume 1W:   0.000
Avg. price 1M:   0.431
Avg. volume 1M:   0.000
Avg. price 6M:   1.184
Avg. volume 6M:   0.000
Avg. price 1Y:   2.015
Avg. volume 1Y:   0.000
Volatility 1M:   192.32%
Volatility 6M:   173.22%
Volatility 1Y:   146.99%
Volatility 3Y:   -