BNP Paribas Call 220 SOON 20.09.2024
/ DE000PN8TS88
BNP Paribas Call 220 SOON 20.09.2.../ DE000PN8TS88 /
| 2024-04-30 10:12:50 AM |
Chg.-0.09 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.18EUR |
-2.11% |
-
Bid Size: - |
-
Ask Size: - |
SONOVA N |
220.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
PN8TS8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SONOVA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 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: |
6.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.20 |
| Intrinsic value: |
3.50 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.27 |
| Parity: |
3.50 |
| Time value: |
0.66 |
| Break-even: |
265.93 |
| Moneyness: |
1.16 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.06 |
| Spread %: |
1.46% |
| Delta: |
0.86 |
| Theta: |
-0.05 |
| Omega: |
5.35 |
| Rho: |
0.70 |
Quote data
| Open: |
4.20 |
| High: |
4.20 |
| Low: |
4.18 |
| Previous Close: |
4.27 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.98% |
| 1 Month |
|
|
-13.10% |
| 3 Months |
|
|
-38.53% |
| YTD |
|
|
-35.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.27 |
3.85 |
| 1M High / 1M Low: |
4.59 |
3.47 |
| 6M High / 6M Low: |
7.89 |
2.02 |
| High (YTD): |
2024-02-26 |
7.89 |
| Low (YTD): |
2024-04-19 |
3.47 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.44 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.07% |
| Volatility 6M: |
|
106.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
