BNP Paribas Put 230 RHHVF 20.12.2024
/ DE000PC21R21
BNP Paribas Put 230 RHHVF 20.12.2.../ DE000PC21R21 /
| 08/07/2024 16:21:01 |
Chg.+0.030 |
Bid17:13:43 |
Ask17:13:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
+4.35% |
-
Bid Size: - |
-
Ask Size: - |
Roche Holding Ltd |
230.00 - |
20/12/2024 |
Put |
Master data
| WKN: |
PC21R2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Roche Holding Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
230.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
05/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-35.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.21 |
| Parity: |
-1.94 |
| Time value: |
0.70 |
| Break-even: |
223.00 |
| Moneyness: |
0.92 |
| Premium: |
0.11 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.01 |
| Spread %: |
1.45% |
| Delta: |
-0.25 |
| Theta: |
-0.03 |
| Omega: |
-9.06 |
| Rho: |
-0.32 |
Quote data
| Open: |
0.710 |
| High: |
0.720 |
| Low: |
0.690 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.33% |
| 1 Month |
|
|
-12.20% |
| 3 Months |
|
|
-64.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.540 |
| 1M High / 1M Low: |
0.930 |
0.500 |
| 6M High / 6M Low: |
2.270 |
0.500 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.628 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.668 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.425 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.84% |
| Volatility 6M: |
|
137.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
