BNP Paribas Call 220 ROG 21.06.2024
/ DE000PZ1AH26
BNP Paribas Call 220 ROG 21.06.20.../ DE000PZ1AH26 /
| 2024-06-17 9:52:44 AM |
Chg.-0.22 |
Bid3:39:31 PM |
Ask3:39:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.65EUR |
-7.67% |
2.63
Bid Size: 19,000 |
2.67
Ask Size: 19,000 |
ROCHE GS |
220.00 CHF |
2024-06-21 |
Call |
Master data
| WKN: |
PZ1AH2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ROCHE GS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 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: |
8.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.75 |
| Intrinsic value: |
2.74 |
| Implied volatility: |
0.99 |
| Historic volatility: |
0.22 |
| Parity: |
2.74 |
| Time value: |
0.19 |
| Break-even: |
260.17 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.93 |
| Spread abs.: |
0.04 |
| Spread %: |
1.38% |
| Delta: |
0.87 |
| Theta: |
-0.72 |
| Omega: |
7.69 |
| Rho: |
0.02 |
Quote data
| Open: |
2.65 |
| High: |
2.65 |
| Low: |
2.65 |
| Previous Close: |
2.87 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.22% |
| 1 Month |
|
|
+44.81% |
| 3 Months |
|
|
+60.61% |
| YTD |
|
|
-7.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.87 |
2.14 |
| 1M High / 1M Low: |
2.87 |
0.88 |
| 6M High / 6M Low: |
3.93 |
0.34 |
| High (YTD): |
2024-01-04 |
3.93 |
| Low (YTD): |
2024-05-03 |
0.34 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.79 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
211.66% |
| Volatility 6M: |
|
276.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
