BNP Paribas Call 200 SOON 20.12.2024
/ DE000PN7C8U7
BNP Paribas Call 200 SOON 20.12.2.../ DE000PN7C8U7 /
| 2024-05-21 10:14:02 AM |
Chg.-1.37 |
Bid2:41:30 PM |
Ask2:41:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.42EUR |
-13.99% |
8.24
Bid Size: 7,000 |
8.30
Ask Size: 7,000 |
SONOVA N |
200.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
PN7C8U |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SONOVA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 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: |
3.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.36 |
| Intrinsic value: |
8.87 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.26 |
| Parity: |
8.87 |
| Time value: |
0.56 |
| Break-even: |
296.60 |
| Moneyness: |
1.44 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.06 |
| Spread %: |
0.64% |
| Delta: |
0.96 |
| Theta: |
-0.03 |
| Omega: |
2.97 |
| Rho: |
1.08 |
Quote data
| Open: |
8.42 |
| High: |
8.42 |
| Low: |
8.42 |
| Previous Close: |
9.79 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.66% |
| 1 Month |
|
|
+54.78% |
| 3 Months |
|
|
-10.99% |
| YTD |
|
|
-1.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.98 |
8.74 |
| 1M High / 1M Low: |
9.98 |
5.74 |
| 6M High / 6M Low: |
9.98 |
5.44 |
| High (YTD): |
2024-05-16 |
9.98 |
| Low (YTD): |
2024-04-19 |
5.44 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.48 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.12 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.80 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.49% |
| Volatility 6M: |
|
68.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
