BNP Paribas Call 200 SOON 20.09.2024
/ DE000PN8TS96
BNP Paribas Call 200 SOON 20.09.2.../ DE000PN8TS96 /
| 2024-05-08 10:13:19 AM |
Chg.+0.43 |
Bid12:46:09 PM |
Ask12:46:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.01EUR |
+6.53% |
6.94
Bid Size: 7,000 |
7.00
Ask Size: 7,000 |
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: |
7.02 |
| High: |
7.02 |
| Low: |
7.01 |
| Previous Close: |
6.58 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.03% |
| 1 Month |
|
|
+20.65% |
| 3 Months |
|
|
-21.94% |
| YTD |
|
|
-16.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
6.58 |
6.09 |
| 1M High / 1M Low: |
6.58 |
5.13 |
| 6M High / 6M Low: |
9.86 |
3.80 |
| High (YTD): |
2024-02-26 |
9.86 |
| Low (YTD): |
2024-04-19 |
5.13 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.33 |
| Avg. volume 6M: |
|
13.82 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.26% |
| Volatility 6M: |
|
82.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
