BNP Paribas Put 230 RHHVF 20.12.2024
/ DE000PC21R21
BNP Paribas Put 230 RHHVF 20.12.2.../ DE000PC21R21 /
2024-06-17 10:20:44 AM |
Chg.+0.040 |
Bid11:07:33 AM |
Ask11:07:33 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.770EUR |
+5.48% |
0.780 Bid Size: 7,000 |
0.790 Ask Size: 7,000 |
Roche Holding Ltd |
230.00 - |
2024-12-20 |
Put |
Master data
WKN: |
PC21R2 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Roche Holding Ltd |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
230.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2024-01-05 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-35.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.39 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.22 |
Parity: |
-2.83 |
Time value: |
0.73 |
Break-even: |
222.70 |
Moneyness: |
0.89 |
Premium: |
0.14 |
Premium p.a.: |
0.29 |
Spread abs.: |
0.01 |
Spread %: |
1.39% |
Delta: |
-0.22 |
Theta: |
-0.04 |
Omega: |
-7.82 |
Rho: |
-0.33 |
Quote data
Open: |
0.760 |
High: |
0.770 |
Low: |
0.760 |
Previous Close: |
0.730 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-17.20% |
1 Month |
|
|
-26.67% |
3 Months |
|
|
-43.80% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.930 |
0.730 |
1M High / 1M Low: |
1.410 |
0.730 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.832 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.101 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
123.69% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |