BNP Paribas Put 235 RHHVF 20.09.2024
/ DE000PC5CQ10
BNP Paribas Put 235 RHHVF 20.09.2.../ DE000PC5CQ10 /
| 2024-06-21 4:21:03 PM |
Chg.-0.080 |
Bid5:12:57 PM |
Ask5:12:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
-19.51% |
-
Bid Size: - |
-
Ask Size: - |
Roche Holding Ltd |
235.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
PC5CQ1 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Roche Holding Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
235.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-20 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-75.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.22 |
| Parity: |
-2.85 |
| Time value: |
0.35 |
| Break-even: |
231.50 |
| Moneyness: |
0.89 |
| Premium: |
0.12 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.01 |
| Spread %: |
2.94% |
| Delta: |
-0.17 |
| Theta: |
-0.05 |
| Omega: |
-12.69 |
| Rho: |
-0.12 |
Quote data
| Open: |
0.350 |
| High: |
0.380 |
| Low: |
0.330 |
| Previous Close: |
0.410 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.29% |
| 1 Month |
|
|
-69.44% |
| 3 Months |
|
|
-79.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.330 |
| 1M High / 1M Low: |
1.320 |
0.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.444 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.833 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
