OverviewChartNewsTraderScreen

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

EUWAX
2024-09-23  9:43:47 AM Chg.+0.070 Bid4:33:35 PM Ask4:33:35 PM Underlying Strike price Expiration date Option type
0.450EUR +18.42% 0.490
Bid Size: 12,000		 0.520
Ask Size: 12,000		 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: -63.65
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: 0.450
High: 0.450
Low: 0.450
Previous Close: 0.380
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+32.35%
1 Month
  -11.76%
3 Months
  -64.29%
YTD
  -78.37%
1 Year
  -90.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.340
1M High / 1M Low: 0.560 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:   0.441
Avg. volume 1M:   0.000
Avg. price 6M:   1.190
Avg. volume 6M:   0.000
Avg. price 1Y:   2.022
Avg. volume 1Y:   0.000
Volatility 1M:   186.06%
Volatility 6M:   170.87%
Volatility 1Y:   141.83%
Volatility 3Y:   -