BNP Paribas Call 200 SOON 20.09.2024
/ DE000PN8TS96
BNP Paribas Call 200 SOON 20.09.2.../ DE000PN8TS96 /
| 2024-05-08 4:21:22 PM |
Chg.+0.020 |
Bid5:18:06 PM |
Ask5:18:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.990EUR |
+0.29% |
-
Bid Size: - |
-
Ask Size: - |
SONOVA N |
200.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
PN8TS9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SONOVA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.14 |
| Intrinsic value: |
6.80 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.27 |
| Parity: |
6.80 |
| Time value: |
0.32 |
| Break-even: |
275.91 |
| Moneyness: |
1.33 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.06 |
| Spread %: |
0.85% |
| Delta: |
0.98 |
| Theta: |
-0.03 |
| Omega: |
3.76 |
| Rho: |
0.73 |
Quote data
| Open: |
7.050 |
| High: |
7.050 |
| Low: |
6.930 |
| Previous Close: |
6.970 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.08% |
| 1 Month |
|
|
+16.69% |
| 3 Months |
|
|
-20.93% |
| YTD |
|
|
-16.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
6.970 |
6.160 |
| 1M High / 1M Low: |
6.970 |
5.320 |
| 6M High / 6M Low: |
9.810 |
3.820 |
| High (YTD): |
2024-02-23 |
9.810 |
| Low (YTD): |
2024-04-18 |
5.320 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.537 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.970 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.342 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.98% |
| Volatility 6M: |
|
87.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
