BNP Paribas Put 225 RHHVF 20.09.2024
/ DE000PC5CQ02
BNP Paribas Put 225 RHHVF 20.09.2.../ DE000PC5CQ02 /
2024-06-24 9:20:40 AM |
Chg.0.000 |
Bid2024-06-24 |
Ask2024-06-24 |
Underlying |
Strike price |
Expiration date |
Option type |
0.190EUR |
0.00% |
0.190 Bid Size: 16,000 |
0.200 Ask Size: 16,000 |
Roche Holding Ltd |
225.00 - |
2024-09-20 |
Put |
Master data
WKN: |
PC5CQ0 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Roche Holding Ltd |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
225.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2024-02-20 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-131.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.22 |
Parity: |
-3.85 |
Time value: |
0.20 |
Break-even: |
223.00 |
Moneyness: |
0.85 |
Premium: |
0.15 |
Premium p.a.: |
0.79 |
Spread abs.: |
0.01 |
Spread %: |
5.26% |
Delta: |
-0.11 |
Theta: |
-0.03 |
Omega: |
-13.90 |
Rho: |
-0.07 |
Quote data
Open: |
0.190 |
High: |
0.190 |
Low: |
0.190 |
Previous Close: |
0.190 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-40.63% |
1 Month |
|
|
-73.24% |
3 Months |
|
|
-82.24% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.320 |
0.190 |
1M High / 1M Low: |
0.780 |
0.190 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.250 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.475 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
166.01% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |