BNP Paribas Put 210 RHHVF 20.12.2024
/ DE000PC5CQ44
BNP Paribas Put 210 RHHVF 20.12.2.../ DE000PC5CQ44 /
8/20/2024 4:21:00 PM |
Chg.0.000 |
Bid8/20/2024 |
Ask8/20/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.110EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
Roche Holding Ltd |
210.00 - |
12/20/2024 |
Put |
Master data
WKN: |
PC5CQ4 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Roche Holding Ltd |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
210.00 - |
Maturity: |
12/20/2024 |
Issue date: |
2/20/2024 |
Last trading day: |
8/21/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-242.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.23 |
Parity: |
-8.09 |
Time value: |
0.12 |
Break-even: |
208.80 |
Moneyness: |
0.72 |
Premium: |
0.28 |
Premium p.a.: |
1.39 |
Spread abs.: |
0.01 |
Spread %: |
9.09% |
Delta: |
-0.04 |
Theta: |
-0.03 |
Omega: |
-10.72 |
Rho: |
-0.04 |
Quote data
Open: |
0.110 |
High: |
0.110 |
Low: |
0.110 |
Previous Close: |
0.110 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-8.33% |
3 Months |
|
|
-68.57% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.150 |
0.110 |
6M High / 6M Low: |
1.050 |
0.065 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.125 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.485 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
174.62% |
Volatility 6M: |
|
281.87% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |