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

EUWAX
2024-09-25  9:50:52 AM Chg.-0.040 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.410EUR -8.89% -
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: -68.38
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.25
Parity: -4.25
Time value: 0.45
Break-even: 260.67
Moneyness: 0.86
Premium: 0.15
Premium p.a.: 0.83
Spread abs.: 0.03
Spread %: 7.14%
Delta: -0.15
Theta: -0.07
Omega: -10.56
Rho: -0.12
 

Quote data

Open: 0.410
High: 0.410
Low: 0.410
Previous Close: 0.450
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -19.61%
3 Months
  -67.97%
YTD
  -80.29%
1 Year
  -91.28%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.380
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:   0.422
Avg. volume 1W:   0.000
Avg. price 1M:   0.439
Avg. volume 1M:   0.000
Avg. price 6M:   1.178
Avg. volume 6M:   0.000
Avg. price 1Y:   2.010
Avg. volume 1Y:   0.000
Volatility 1M:   188.28%
Volatility 6M:   171.62%
Volatility 1Y:   142.50%
Volatility 3Y:   -