BNP Paribas Put 250 SOON 20.12.2024
/ DE000PN7C8Z6
BNP Paribas Put 250 SOON 20.12.20.../ DE000PN7C8Z6 /
2024-05-21 10:14:02 AM |
Chg.+0.340 |
Bid4:27:17 PM |
Ask4:27:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.200EUR |
+39.53% |
1.170 Bid Size: 6,000 |
1.200 Ask Size: 6,000 |
SONOVA N |
250.00 CHF |
2024-12-20 |
Put |
Master data
WKN: |
PN7C8Z |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SONOVA N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
250.00 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: |
-28.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.61 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.26 |
Parity: |
-3.81 |
Time value: |
1.01 |
Break-even: |
242.78 |
Moneyness: |
0.87 |
Premium: |
0.17 |
Premium p.a.: |
0.30 |
Spread abs.: |
0.03 |
Spread %: |
3.06% |
Delta: |
-0.22 |
Theta: |
-0.04 |
Omega: |
-6.25 |
Rho: |
-0.43 |
Quote data
Open: |
1.200 |
High: |
1.200 |
Low: |
1.200 |
Previous Close: |
0.860 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+14.29% |
1 Month |
|
|
-54.72% |
3 Months |
|
|
-13.67% |
YTD |
|
|
-42.31% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.050 |
0.750 |
1M High / 1M Low: |
2.420 |
0.750 |
6M High / 6M Low: |
3.090 |
0.750 |
High (YTD): |
2024-04-19 |
2.650 |
Low (YTD): |
2024-05-16 |
0.750 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.875 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.711 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.928 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
142.78% |
Volatility 6M: |
|
119.76% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |