BNP Paribas Call 215 RHHVF 20.09.2024
/ DE000PZ1AH59
BNP Paribas Call 215 RHHVF 20.09..../ DE000PZ1AH59 /
| 23/07/2024 16:21:13 |
Chg.-0.520 |
Bid17:19:34 |
Ask17:19:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.270EUR |
-7.66% |
-
Bid Size: - |
-
Ask Size: - |
Roche Holding Ltd |
215.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
PZ1AH5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Roche Holding Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
215.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
13/11/2023 |
| Last trading day: |
24/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.90 |
| Intrinsic value: |
7.80 |
| Implied volatility: |
- |
| Historic volatility: |
0.23 |
| Parity: |
7.80 |
| Time value: |
-1.64 |
| Break-even: |
276.60 |
| Moneyness: |
1.36 |
| Premium: |
-0.06 |
| Premium p.a.: |
-0.35 |
| Spread abs.: |
0.02 |
| Spread %: |
0.33% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
6.740 |
| High: |
6.740 |
| Low: |
6.270 |
| Previous Close: |
6.790 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+83.33% |
| 3 Months |
|
|
+445.22% |
| YTD |
|
|
+82.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
6.790 |
3.130 |
| 6M High / 6M Low: |
6.790 |
1.120 |
| High (YTD): |
22/07/2024 |
6.790 |
| Low (YTD): |
02/05/2024 |
1.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.657 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.575 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.90% |
| Volatility 6M: |
|
160.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
