BNP Paribas Put 220 RHHVF 20.09.2024
/ DE000PZ1AJB8
BNP Paribas Put 220 RHHVF 20.09.2.../ DE000PZ1AJB8 /
| 2024-07-23 4:21:14 PM |
Chg.+0.006 |
Bid5:19:02 PM |
Ask5:19:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.054EUR |
+12.50% |
-
Bid Size: - |
-
Ask Size: - |
Roche Holding Ltd |
220.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
PZ1AJB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Roche Holding Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
220.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-13 |
| Last trading day: |
2024-07-24 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-465.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.23 |
| Parity: |
-7.78 |
| Time value: |
0.06 |
| Break-even: |
219.36 |
| Moneyness: |
0.74 |
| Premium: |
0.26 |
| Premium p.a.: |
4.51 |
| Spread abs.: |
0.01 |
| Spread %: |
18.52% |
| Delta: |
-0.03 |
| Theta: |
-0.03 |
| Omega: |
-14.10 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.048 |
| High: |
0.054 |
| Low: |
0.048 |
| Previous Close: |
0.048 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-61.43% |
| 3 Months |
|
|
-94.38% |
| YTD |
|
|
-93.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.220 |
0.048 |
| 6M High / 6M Low: |
1.400 |
0.048 |
| High (YTD): |
2024-02-09 |
1.400 |
| Low (YTD): |
2024-07-22 |
0.048 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.129 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.668 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
256.90% |
| Volatility 6M: |
|
193.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
