BNP Paribas Call 235 ROG 21.06.2024
/ DE000PN76PM9
BNP Paribas Call 235 ROG 21.06.20.../ DE000PN76PM9 /
| 6/14/2024 10:15:35 AM |
Chg.+0.22 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.28EUR |
+20.75% |
-
Bid Size: - |
-
Ask Size: - |
ROCHE GS |
235.00 CHF |
6/21/2024 |
Call |
Master data
| WKN: |
PN76PM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ROCHE GS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
235.00 CHF |
| Maturity: |
6/21/2024 |
| Issue date: |
9/7/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.17 |
| Intrinsic value: |
1.14 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.22 |
| Parity: |
1.14 |
| Time value: |
0.24 |
| Break-even: |
260.41 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.76 |
| Spread abs.: |
0.04 |
| Spread %: |
2.99% |
| Delta: |
0.77 |
| Theta: |
-0.44 |
| Omega: |
14.43 |
| Rho: |
0.03 |
Quote data
| Open: |
1.28 |
| High: |
1.28 |
| Low: |
1.28 |
| Previous Close: |
1.06 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+88.24% |
| 1 Month |
|
|
+85.51% |
| 3 Months |
|
|
+77.78% |
| YTD |
|
|
-21.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.28 |
0.68 |
| 1M High / 1M Low: |
1.28 |
0.12 |
| 6M High / 6M Low: |
2.62 |
0.06 |
| High (YTD): |
1/4/2024 |
2.62 |
| Low (YTD): |
5/3/2024 |
0.06 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.52 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.83 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
436.69% |
| Volatility 6M: |
|
438.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
