BNP Paribas Call 210 RHHVF 21.06.2024
/ DE000PC5CN96
BNP Paribas Call 210 RHHVF 21.06..../ DE000PC5CN96 /
| 6/19/2024 12:56:27 PM |
Chg.+0.36 |
Bid1:29:29 PM |
Ask1:29:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.08EUR |
+9.68% |
4.11
Bid Size: 19,000 |
4.15
Ask Size: 19,000 |
Roche Holding Ltd |
210.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
PC5CN9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Roche Holding Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
210.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
2/20/2024 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.92 |
| Intrinsic value: |
4.92 |
| Implied volatility: |
- |
| Historic volatility: |
0.22 |
| Parity: |
4.92 |
| Time value: |
-0.91 |
| Break-even: |
250.10 |
| Moneyness: |
1.23 |
| Premium: |
-0.04 |
| Premium p.a.: |
-1.00 |
| Spread abs.: |
0.04 |
| Spread %: |
1.01% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
4.06 |
| High: |
4.08 |
| Low: |
4.06 |
| Previous Close: |
3.72 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.07% |
| 1 Month |
|
|
+44.68% |
| 3 Months |
|
|
+78.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.88 |
3.37 |
| 1M High / 1M Low: |
3.88 |
1.76 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.65 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.76 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
