BNP Paribas Call 215 ROG 21.06.2024
/ DE000PZ1AH34
BNP Paribas Call 215 ROG 21.06.20.../ DE000PZ1AH34 /
| 2024-06-17 9:52:44 AM |
Chg.-0.21 |
Bid1:33:10 PM |
Ask1:33:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.18EUR |
-6.19% |
3.05
Bid Size: 19,000 |
3.09
Ask Size: 19,000 |
ROCHE GS |
215.00 CHF |
2024-06-21 |
Call |
Master data
| WKN: |
PZ1AH3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ROCHE GS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
215.00 CHF |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-13 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.28 |
| Intrinsic value: |
3.27 |
| Implied volatility: |
1.12 |
| Historic volatility: |
0.22 |
| Parity: |
3.27 |
| Time value: |
0.18 |
| Break-even: |
260.12 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
0.90 |
| Spread abs.: |
0.04 |
| Spread %: |
1.17% |
| Delta: |
0.89 |
| Theta: |
-0.74 |
| Omega: |
6.65 |
| Rho: |
0.02 |
Quote data
| Open: |
3.18 |
| High: |
3.18 |
| Low: |
3.18 |
| Previous Close: |
3.39 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.37% |
| 1 Month |
|
|
+38.26% |
| 3 Months |
|
|
+55.12% |
| YTD |
|
|
-4.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.39 |
2.65 |
| 1M High / 1M Low: |
3.39 |
1.31 |
| 6M High / 6M Low: |
4.43 |
0.56 |
| High (YTD): |
2024-01-04 |
4.43 |
| Low (YTD): |
2024-05-03 |
0.56 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.17 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.21 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.56% |
| Volatility 6M: |
|
231.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
