BNP Paribas Call 180 SOON 20.12.2024
/ DE000PN8TTB6
BNP Paribas Call 180 SOON 20.12.2.../ DE000PN8TTB6 /
| 21/05/2024 10:13:54 |
Chg.-1.43 |
Bid16:56:59 |
Ask16:56:59 |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.34EUR |
-12.15% |
10.33
Bid Size: 7,000 |
10.39
Ask Size: 7,000 |
SONOVA N |
180.00 CHF |
20/12/2024 |
Call |
Master data
| WKN: |
PN8TTB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SONOVA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
26/09/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
11.30 |
| Intrinsic value: |
10.89 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.26 |
| Parity: |
10.89 |
| Time value: |
0.49 |
| Break-even: |
295.87 |
| Moneyness: |
1.60 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.06 |
| Spread %: |
0.53% |
| Delta: |
0.97 |
| Theta: |
-0.03 |
| Omega: |
2.49 |
| Rho: |
0.99 |
Quote data
| Open: |
10.34 |
| High: |
10.34 |
| Low: |
10.34 |
| Previous Close: |
11.77 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.54% |
| 1 Month |
|
|
+44.01% |
| 3 Months |
|
|
-9.46% |
| YTD |
|
|
-0.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
12.00 |
10.72 |
| 1M High / 1M Low: |
12.00 |
7.52 |
| 6M High / 6M Low: |
12.00 |
7.18 |
| High (YTD): |
16/05/2024 |
12.00 |
| Low (YTD): |
19/04/2024 |
7.18 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
11.48 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.00 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
9.66 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
66.41% |
| Volatility 6M: |
|
58.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
