BNP Paribas Put 220 RHHVF 20.09.2024
/ DE000PZ1AJB8
BNP Paribas Put 220 RHHVF 20.09.2.../ DE000PZ1AJB8 /
23/07/2024 16:12:15 |
Chg.- |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
0.055EUR |
- |
- Bid Size: - |
- Ask Size: - |
Roche Holding Ltd |
220.00 - |
20/09/2024 |
Put |
Master data
WKN: |
PZ1AJB |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Roche Holding Ltd |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
220.00 - |
Maturity: |
20/09/2024 |
Issue date: |
13/11/2023 |
Last trading day: |
24/07/2024 |
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: |
0.055 |
High: |
0.055 |
Low: |
0.055 |
Previous Close: |
0.052 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-60.71% |
3 Months |
|
|
-94.61% |
YTD |
|
|
-93.45% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.220 |
0.050 |
6M High / 6M Low: |
1.450 |
0.050 |
High (YTD): |
09/02/2024 |
1.450 |
Low (YTD): |
18/07/2024 |
0.050 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.130 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.668 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
274.17% |
Volatility 6M: |
|
200.36% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |