BNP Paribas Put 200 RHHVF 20.12.2024
/ DE000PC70SE6
BNP Paribas Put 200 RHHVF 20.12.2.../ DE000PC70SE6 /
10/10/2024 4:21:16 PM |
Chg.-0.002 |
Bid5:19:30 PM |
Ask5:19:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.053EUR |
-3.64% |
- Bid Size: - |
- Ask Size: - |
Roche Holding Ltd |
200.00 - |
12/20/2024 |
Put |
Master data
WKN: |
PC70SE |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Roche Holding Ltd |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
200.00 - |
Maturity: |
12/20/2024 |
Issue date: |
4/9/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-437.03 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.23 |
Parity: |
-7.97 |
Time value: |
0.06 |
Break-even: |
199.36 |
Moneyness: |
0.72 |
Premium: |
0.29 |
Premium p.a.: |
2.66 |
Spread abs.: |
0.01 |
Spread %: |
18.52% |
Delta: |
-0.03 |
Theta: |
-0.02 |
Omega: |
-12.74 |
Rho: |
-0.02 |
Quote data
Open: |
0.053 |
High: |
0.053 |
Low: |
0.052 |
Previous Close: |
0.055 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+6.00% |
1 Month |
|
|
-27.40% |
3 Months |
|
|
-68.82% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.057 |
0.050 |
1M High / 1M Low: |
0.073 |
0.041 |
6M High / 6M Low: |
0.690 |
0.041 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.054 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.053 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.220 |
Avg. volume 6M: |
|
377.953 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
109.39% |
Volatility 6M: |
|
239.09% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |