BNP Paribas Put 225 RHHVF 20.09.2024
/ DE000PC5CQ02
BNP Paribas Put 225 RHHVF 20.09.2.../ DE000PC5CQ02 /
20/08/2024 16:20:59 |
Chg.+0.001 |
Bid20/08/2024 |
Ask20/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.036EUR |
+2.86% |
- Bid Size: - |
- Ask Size: - |
Roche Holding Ltd |
225.00 - |
20/09/2024 |
Put |
Master data
WKN: |
PC5CQ0 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Roche Holding Ltd |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
225.00 - |
Maturity: |
20/09/2024 |
Issue date: |
20/02/2024 |
Last trading day: |
21/08/2024 |
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: |
0.76 |
Historic volatility: |
0.23 |
Parity: |
-6.59 |
Time value: |
0.05 |
Break-even: |
224.49 |
Moneyness: |
0.77 |
Premium: |
0.23 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.02 |
Spread %: |
41.67% |
Delta: |
-0.03 |
Theta: |
-0.11 |
Omega: |
-17.17 |
Rho: |
0.00 |
Quote data
Open: |
0.035 |
High: |
0.037 |
Low: |
0.035 |
Previous Close: |
0.035 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-42.86% |
3 Months |
|
|
-90.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.064 |
0.035 |
6M High / 6M Low: |
1.550 |
0.027 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.050 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.600 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
162.89% |
Volatility 6M: |
|
306.63% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |