BNP Paribas Put 215 RHHVF 20.09.2024
/ DE000PC5CQZ6
BNP Paribas Put 215 RHHVF 20.09.2.../ DE000PC5CQZ6 /
14/08/2024 16:21:15 |
Chg.-0.005 |
Bid17:05:53 |
Ask17:05:53 |
Underlying |
Strike price |
Expiration date |
Option type |
0.043EUR |
-10.42% |
- 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: |
-509.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.53 |
Historic volatility: |
0.23 |
Parity: |
-7.55 |
Time value: |
0.06 |
Break-even: |
214.43 |
Moneyness: |
0.74 |
Premium: |
0.26 |
Premium p.a.: |
8.92 |
Spread abs.: |
0.01 |
Spread %: |
21.28% |
Delta: |
-0.03 |
Theta: |
-0.04 |
Omega: |
-14.60 |
Rho: |
-0.01 |
Quote data
Open: |
0.045 |
High: |
0.045 |
Low: |
0.043 |
Previous Close: |
0.048 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-8.51% |
1 Month |
|
|
-50.00% |
3 Months |
|
|
-91.73% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.051 |
0.042 |
1M High / 1M Low: |
0.086 |
0.020 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.046 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.045 |
Avg. volume 1M: |
|
454.545 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
446.85% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |