BNP Paribas Call 280 RHHVF 20.12.2024
/ DE000PN7C7U9
BNP Paribas Call 280 RHHVF 20.12..../ DE000PN7C7U9 /
| 09/07/2024 10:43:13 |
Chg.+0.020 |
Bid17:20:01 |
Ask17:20:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
+6.06% |
-
Bid Size: - |
-
Ask Size: - |
Roche Holding Ltd |
280.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
PN7C7U |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Roche Holding Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
16/08/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
73.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.21 |
| Parity: |
-3.12 |
| Time value: |
0.34 |
| Break-even: |
283.40 |
| Moneyness: |
0.89 |
| Premium: |
0.14 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.01 |
| Spread %: |
3.03% |
| Delta: |
0.21 |
| Theta: |
-0.03 |
| Omega: |
15.61 |
| Rho: |
0.22 |
Quote data
| Open: |
0.350 |
| High: |
0.350 |
| Low: |
0.350 |
| Previous Close: |
0.330 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.63% |
| 1 Month |
|
|
-2.78% |
| 3 Months |
|
|
+59.09% |
| YTD |
|
|
-35.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.280 |
| 1M High / 1M Low: |
0.590 |
0.280 |
| 6M High / 6M Low: |
0.770 |
0.120 |
| High (YTD): |
05/01/2024 |
0.830 |
| Low (YTD): |
03/05/2024 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.354 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.458 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.345 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.49% |
| Volatility 6M: |
|
198.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
