BNP Paribas Call 275 ROG 20.09.2024
/ DE000PN8TQP2
BNP Paribas Call 275 ROG 20.09.20.../ DE000PN8TQP2 /
| 02/08/2024 15:21:07 |
Chg.0.000 |
Bid17:19:55 |
Ask17:19:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.560EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
ROCHE GS |
275.00 CHF |
20/09/2024 |
Call |
Master data
| WKN: |
PN8TQP |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ROCHE GS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
275.00 CHF |
| Maturity: |
20/09/2024 |
| Issue date: |
26/09/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
23.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.09 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.23 |
| Parity: |
0.09 |
| Time value: |
1.14 |
| Break-even: |
305.92 |
| Moneyness: |
1.00 |
| Premium: |
0.04 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.01 |
| Spread %: |
0.82% |
| Delta: |
0.55 |
| Theta: |
-0.13 |
| Omega: |
13.20 |
| Rho: |
0.20 |
Quote data
| Open: |
1.500 |
| High: |
1.560 |
| Low: |
1.420 |
| Previous Close: |
1.560 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.24% |
| 1 Month |
|
|
+875.00% |
| 3 Months |
|
|
+3291.30% |
| YTD |
|
|
+246.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.610 |
1.560 |
| 1M High / 1M Low: |
1.700 |
0.130 |
| 6M High / 6M Low: |
1.700 |
0.046 |
| High (YTD): |
26/07/2024 |
1.700 |
| Low (YTD): |
03/05/2024 |
0.046 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.573 |
| Avg. volume 1W: |
|
2,250 |
| Avg. price 1M: |
|
0.824 |
| Avg. volume 1M: |
|
409.091 |
| Avg. price 6M: |
|
0.287 |
| Avg. volume 6M: |
|
72.581 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
707.73% |
| Volatility 6M: |
|
394.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
