BNP Paribas Call 240 RHHVF 20.12.2024
/ DE000PN7C7N4
BNP Paribas Call 240 RHHVF 20.12..../ DE000PN7C7N4 /
| 2024-10-11 9:35:35 AM |
Chg.-0.09 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.03EUR |
-2.88% |
-
Bid Size: - |
-
Ask Size: - |
Roche Holding Ltd |
240.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
PN7C7N |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Roche Holding Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.44 |
| Intrinsic value: |
4.24 |
| Implied volatility: |
- |
| Historic volatility: |
0.23 |
| Parity: |
4.24 |
| Time value: |
-1.13 |
| Break-even: |
271.10 |
| Moneyness: |
1.18 |
| Premium: |
-0.04 |
| Premium p.a.: |
-0.19 |
| Spread abs.: |
0.02 |
| Spread %: |
0.65% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
3.03 |
| High: |
3.03 |
| Low: |
3.03 |
| Previous Close: |
3.12 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.69% |
| 1 Month |
|
|
-14.16% |
| 3 Months |
|
|
+35.27% |
| YTD |
|
|
+62.03% |
| 1 Year |
|
|
+8.99% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.12 |
2.43 |
| 1M High / 1M Low: |
3.72 |
2.43 |
| 6M High / 6M Low: |
5.30 |
0.55 |
| High (YTD): |
2024-09-02 |
5.30 |
| Low (YTD): |
2024-05-03 |
0.55 |
| 52W High: |
2024-09-02 |
5.30 |
| 52W Low: |
2024-05-03 |
0.55 |
| Avg. price 1W: |
|
2.70 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.17 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.67 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.16 |
| Avg. volume 1Y: |
|
7.94 |
| Volatility 1M: |
|
169.63% |
| Volatility 6M: |
|
177.90% |
| Volatility 1Y: |
|
165.42% |
| Volatility 3Y: |
|
- |
