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: |
|
- |
