BNP Paribas Call 245 ROG 20.09.2024
/ DE000PN8TQV0
BNP Paribas Call 245 ROG 20.09.20.../ DE000PN8TQV0 /
| 2024-08-02 9:53:55 AM |
Chg.-0.05 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.32EUR |
-1.14% |
-
Bid Size: - |
-
Ask Size: - |
ROCHE GS |
245.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
PN8TQV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ROCHE GS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
245.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.49 |
| Intrinsic value: |
3.29 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.23 |
| Parity: |
3.29 |
| Time value: |
1.08 |
| Break-even: |
303.77 |
| Moneyness: |
1.13 |
| Premium: |
0.04 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.02 |
| Spread %: |
0.46% |
| Delta: |
0.76 |
| Theta: |
-0.21 |
| Omega: |
5.09 |
| Rho: |
0.24 |
Quote data
| Open: |
4.32 |
| High: |
4.32 |
| Low: |
4.32 |
| Previous Close: |
4.37 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.49% |
| 1 Month |
|
|
+303.74% |
| 3 Months |
|
|
+1957.14% |
| YTD |
|
|
+227.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.37 |
4.13 |
| 1M High / 1M Low: |
4.37 |
0.72 |
| 6M High / 6M Low: |
4.37 |
0.21 |
| High (YTD): |
2024-07-31 |
4.37 |
| Low (YTD): |
2024-05-03 |
0.21 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.30 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.02 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
335.89% |
| Volatility 6M: |
|
259.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
