BNP Paribas Call 250 SOON 20.12.2024
/ DE000PN7C8W3
BNP Paribas Call 250 SOON 20.12.2.../ DE000PN7C8W3 /
| 21/05/2024 10:14:02 |
Chg.-1.07 |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.27EUR |
-20.04% |
-
Bid Size: - |
-
Ask Size: - |
SONOVA N |
250.00 CHF |
20/12/2024 |
Call |
Master data
| WKN: |
PN7C8W |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SONOVA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
16/08/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.98 |
| Intrinsic value: |
3.81 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.26 |
| Parity: |
3.81 |
| Time value: |
1.24 |
| Break-even: |
303.38 |
| Moneyness: |
1.15 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
0.60% |
| Delta: |
0.81 |
| Theta: |
-0.06 |
| Omega: |
4.68 |
| Rho: |
1.09 |
Quote data
| Open: |
4.26 |
| High: |
4.27 |
| Low: |
4.26 |
| Previous Close: |
5.34 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.61% |
| 1 Month |
|
|
+94.98% |
| 3 Months |
|
|
-16.60% |
| YTD |
|
|
-6.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.40 |
4.43 |
| 1M High / 1M Low: |
5.40 |
2.35 |
| 6M High / 6M Low: |
5.52 |
2.19 |
| High (YTD): |
26/02/2024 |
5.52 |
| Low (YTD): |
19/04/2024 |
2.19 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.89 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.78% |
| Volatility 6M: |
|
104.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
