BNP Paribas Call 240 SOON 20.09.2024
/ DE000PN8TS70
BNP Paribas Call 240 SOON 20.09.2.../ DE000PN8TS70 /
2024-05-08 10:13:20 AM |
Chg.+0.33 |
Bid8:00:07 PM |
Ask8:00:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.40EUR |
+10.75% |
- Bid Size: - |
- Ask Size: - |
SONOVA N |
240.00 CHF |
2024-09-20 |
Call |
Master data
WKN: |
PN8TS7 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SONOVA N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
240.00 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: |
7.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.63 |
Intrinsic value: |
2.71 |
Implied volatility: |
0.24 |
Historic volatility: |
0.27 |
Parity: |
2.71 |
Time value: |
0.78 |
Break-even: |
280.55 |
Moneyness: |
1.11 |
Premium: |
0.03 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.03 |
Spread %: |
0.87% |
Delta: |
0.81 |
Theta: |
-0.06 |
Omega: |
6.35 |
Rho: |
0.69 |
Quote data
Open: |
3.41 |
High: |
3.41 |
Low: |
3.40 |
Previous Close: |
3.07 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+28.30% |
1 Month |
|
|
+30.27% |
3 Months |
|
|
-34.87% |
YTD |
|
|
-29.75% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
3.08 |
2.74 |
1M High / 1M Low: |
3.08 |
2.12 |
6M High / 6M Low: |
6.01 |
1.64 |
High (YTD): |
2024-02-26 |
6.01 |
Low (YTD): |
2024-04-19 |
2.12 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.98 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.66 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.96 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
110.68% |
Volatility 6M: |
|
121.95% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |