BNP Paribas Put 220 RHHVF 20.09.2.../  DE000PZ1AJB8  /

EUWAX
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:   -