BNP Paribas Put 235 RHHVF 20.12.2024
/ DE000PC5CQ77
BNP Paribas Put 235 RHHVF 20.12.2.../ DE000PC5CQ77 /
| 13/11/2024 16:21:20 |
Chg.+0.002 |
Bid17:19:19 |
Ask17:19:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.078EUR |
+2.63% |
-
Bid Size: - |
-
Ask Size: - |
Roche Holding Ltd |
235.00 - |
20/12/2024 |
Put |
Master data
| WKN: |
PC5CQ7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Roche Holding Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
235.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
20/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-310.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.22 |
| Parity: |
-4.45 |
| Time value: |
0.09 |
| Break-even: |
234.10 |
| Moneyness: |
0.84 |
| Premium: |
0.16 |
| Premium p.a.: |
3.41 |
| Spread abs.: |
0.01 |
| Spread %: |
12.50% |
| Delta: |
-0.06 |
| Theta: |
-0.05 |
| Omega: |
-18.73 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.071 |
| High: |
0.078 |
| Low: |
0.064 |
| Previous Close: |
0.076 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.24% |
| 1 Month |
|
|
-56.67% |
| 3 Months |
|
|
-74.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.085 |
0.072 |
| 1M High / 1M Low: |
0.160 |
0.057 |
| 6M High / 6M Low: |
1.950 |
0.057 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.079 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.098 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.517 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
279.50% |
| Volatility 6M: |
|
240.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
