BNP Paribas Put 215 RHHVF 20.09.2024
/ DE000PC5CQZ6
BNP Paribas Put 215 RHHVF 20.09.2.../ DE000PC5CQZ6 /
| 06/09/2024 16:21:18 |
Chg.-0.003 |
Bid17:12:38 |
Ask17:12:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.021EUR |
-12.50% |
-
Bid Size: - |
-
Ask Size: - |
Roche Holding Ltd |
215.00 - |
20/09/2024 |
Put |
Master data
| WKN: |
PC5CQZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Roche Holding Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
215.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
20/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-570.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.87 |
| Historic volatility: |
0.23 |
| Parity: |
-7.59 |
| Time value: |
0.05 |
| Break-even: |
214.49 |
| Moneyness: |
0.74 |
| Premium: |
0.26 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.03 |
| Spread %: |
131.82% |
| Delta: |
-0.03 |
| Theta: |
-0.11 |
| Omega: |
-15.12 |
| Rho: |
0.00 |
Quote data
| Open: |
0.026 |
| High: |
0.026 |
| Low: |
0.019 |
| Previous Close: |
0.024 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.25% |
| 1 Month |
|
|
-51.16% |
| 3 Months |
|
|
-89.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.024 |
0.013 |
| 1M High / 1M Low: |
0.051 |
0.013 |
| 6M High / 6M Low: |
0.960 |
0.013 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.019 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.030 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.332 |
| Avg. volume 6M: |
|
79.365 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
282.59% |
| Volatility 6M: |
|
265.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
